I haven't read those websites, but I can compress a .WAV file simply by running PKZip on the thing. Not by much, but it's still compression. I'm assuming that those websites have lossless compression algorithms that are somehow tweaked for audio data and can do better than PKZip or Rar?

Of course. While gzip will give compression factor of 1.15 or so, specialised algorithms achieve as much as 2 (more typically 1.7). See here for comparison. I think that cutting space taken but losslessly compressed files by almost half is worth the trouble.

Cheers!

Dragi "Bonzi" Raos
Zagreb, Croatia
#5196
_________________________
Dragi "Bonzi" Raos Q#5196 MkII #080000376, 18GB green MkIIa #040103247, 60GB blue