1. Step Download WinRAR
2. Step After downloading and installing Winrar (winrar.com) you will see new options on your right click context menu
3. Step Select all files you want to create archives for
4. Step Right-click (while all files are selected) on a selected file and click Add to archive
5. Step Go to the tab Files and check the option Put each file to separate archive
6. Step Go back to the tab General and select ZIP as your archive format and finally click ok
As you can see this is quite easy to do. You could also write a batch script for this using WinZIP but it’s a lot easier this way
Other zipping tools may also have this feature, but I haven’t tested them