You can do this easily a couple of ways:
1) Open the skin in SkinStudio and use the "Save contents as zip file..." feature (see the icon on the Toolbar).
2) Use your favorite compression applications, e.g., WinZip, WinRAR, etc., to zip the skin's folder, usually found here: "C:\Program Files\Stardock\Object Desktop\WindowBlinds\folder name"
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