sometimes you need to. but the version of zip that comes with osx is a bit on the old side and doesn't have the necessary grunt.
fear not, friends - help is at hand. the handy, dandy darwin ports project already has the new version of zip ready for you.
sudo port install zip /opt/local/bin/zip -re9 archive.zip yourstuff/
where the r means recursive, e means encrypt, the 9 means better compression.