You can't exactly compress the movies, as they are already highly compressed. What you can do is re-encode them at a lower bit-rate, resolution, or other combination of factors. Unfortunately, encoding movies isn't as easy as zipping a file, you'll need to learn a bit about formats and settings (there are many knobs that can be tweaked to achieve a smaller file size, but they all have different trade offs). In any event, I suggest Handbrake, which is free, to re-encode your movie clips.