Compressing techniques that actually work?

So, I'm attempting to compress a series of files into a single archive, be it rar, zip, 7z, whatever, and the resulting compressed file I get every time is either a single archive  LARGER than the combined size of the uncompressed files or a single archive 1 meg smaller than the combined size.

I'm pretty frustrated with this shit, as I've seen files that totalled 3 Gigs in size compressed down to a 600 meg rar, and I want to know how to do that. SO far every compression prog I've used has produced the same shit results.

Help, anyone?

>>1
use 7zip maximum compresion ratio (you better have 2 gigs of ram for that)