Amadou,
You can do many things with the help of Stata's -shell- command. In
Windows, -shell- is used to execute DOS commands. One ZIP program
with command line support is WinZIP (www.winzip.com/prodpagecl.htm).
There are also free alternatives like 7-zip (www.7-zip.org), which
can be run from a command line with the HX DOS Extender
(www.japheth.de/HX.html).
I think the problem in Amadou's case is that DBMS Copy cannot be run using
a DOS command, and must instead be launched somehow in Windows, giving the
user the responsibility to exit at the end. (At least, this was the case
when I last looked into DBMS Copy some years ago, and was an important
reason for preferring StatTransfer.)
