Games cannot be compressed. You'll have to burn it to a double layer dvd. Verbatim is the only brand of double layer dvds that are consistent enough for us to recommend.
Burning and playing games from burned dvds is not always simple. I suggest looking through our Copy Protection subforum.
By the way, we only support people who are making copies of games that they own. Misuse of copyright protected material is not taken lightly in these forums.