In dired+ in Emacs 23.2.1 on a Debian Squeeze variant I selected four files with * and then pressed Z to compress them. I answered y to the prompt and saw some status updates in the mini-buffer. Where do I find the compressed file? I tested on one file (C-u Z) and Emacs ran gzip on the one file and made it a .gz file. How do I [tar and] compress marked files in Emacs?
(To preempt any philosophical or methodological discussions about tar, gzip, other formats and archives in general, all I want is the four files to be stored in one file as compressed data. If that can be achieved via tar and gzip or compressing each directly into an archive doesn't matter.)
If dired+ is anything like dired, you can mark the files with m and then hit ! (to run a shell command on the marked files) and specify the command as tar -czf foo.tar.gz * (the * is a special marker that is replaced by the names of the marked files).