Download into a ZIP archive?

[fzbill]

I didn't see this feature anywhere.

Is it possible to download files into a ZIP archive instead of a disk directory file structure?

If not, does anyone know if there is anything that will do this?

I have many Gigs of "data" to download, and need to compress it to make it fit.
I have enough space for the ZIP archive, but not the uncompressed files.

I suppose I can manually download as much as I can multiple times and
append into the archive, then delete it, and do another batch.

[boco]

Not possible. If you have NTFS, you could try enabling the native drive compression.