Views of a Patzer!

I have a Dual processor Xeon machine (HT enabled in both the processors) with 2GB of RAM. Windows XP effectively sees 4 execution pipelines. Yesterday I had to move some 10GB of data from this machine to my laptop. I decided to zip it up first and fired open Winzip 9.0. It was painfully slow! I checked out the Winzip process using Sysinternals ProcExplorer and was surprised to see Winzip doing things (compressing/reading/other operations) in ONE thread! As you can see from the perfmon output, one of my processor was sitting idle, doing nothing! Why isn't Winzip using any threads to speed up things?? I became curious and decided to check out WinRAR 3.40. It is not multithreaded either! Is there some reason why compression programs don't make use of the available CPU power to speed up things??