If you compressed it, then it will appear as blue. Depending on the options checked, the file name should be coloured. Confirm your intent via the prompt, then close the windows that opened until you are back at the Explorer session.Ħ. If you choose to encrypt the file, it would be prudent to back up the encryption key. Encryption results in a slightly larger file, so if space is at a premium, compression makes more sense. Choose either to compress the entity and save disk space, or to encrypt the file.