What compression did you use? I suspect the Windows NTFS compression feature, correct?
Either way, standard file compression (ZIP, RAR, NTFS, etc.) will not degrade your music files, however it will not result in any significant compression gains either, as the music is already compressed with an optimized audio format (MP3).
Just for clarification, say if you did compress the MP3 files to a lower bitrate MP3 or converted them into another "lossy" audio compression format like Windows Media, then there will be a very noticable sound quality decrease, as the compressor is working with already compressed data instead of the original "lossless" tracks.
Robert Richmond