... "guaranteed to be present" was the sting, which
is a distance away from "available in principle".
Well, following the Cox principle of only working in 8-space, my copy of
Mac OS X (which is the only relevant Mac OS for Stata 8 users) responds to
'which gzip' with '/usr/bin/gzip'. So every Mac OS X user will have it
available. I don't know about WinXP. But if Mac OS X users want to use
gzip, they have it readily available. (In reality, the Stuffit Expander app
provided with OS X will also do ungzipping, but will not create a .gz file).