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Powerpoint Presentation (.ppt)

Microsoft Powerpoint has inbuilt compression options: 
http://www.addictivetips.com/windows-tips/powerpoint-2010-compress-pictures-to-reduce-size-of-presentation/

Word Document (.doc/.docx)

Convert the document into a pdf file. N.B. This will compress the document into an uneditable format.
If further editing of the document is required then either zip (see others) or compress the images in the document: 
http://office.microsoft.com/en-gb/word-help/reduce-the-file-size-of-a-picture-HA010355854.aspx

Image File (.bmp/.jpg)

Compress Resize the image using photo manipulation software

Others

Compress the file using 'compressed folder'* or other file compression utilities.
* Compressed folder is part of Windows: 
http://windows.microsoft.com/en-gb/windows-vista/compress-and-uncompress-files-zip-files