Check your file names - they are either too long or have "special" characters in them that are preventing the folder from being compressed into a Zip file. 

First, check to make sure you don't have an Autosaved file with a long string of characters in the Premiere project file name. Simply use File --> Save As and save it again with todays date code and without all the extra characters. Make sure it's located in your original VIDEO project folder, not down deep in an autosave nest. If you made a linked After Effects background, it may also have all those extra characters and need to be cleaned up - use the method below if that happens.

The Windows compressor is very picky - and we can't always find the characters in the file names that is causing the error. However, you can check through your image file names. You may need to expand your asset box to be very wide and expand the file name column to be extra wide as well in order to see the whole thing. Since Project Manager will rename the real files to whatever is in your asset box (officially your Project panel) if you want it too, rename anything here that looks suspicious and it won't be a problem when you zip up the results.

File names from the internet can be pretty weird - from now on we won't keep the original name when we save the images since some of these problems are cropping up because of a @,!,&/% symbol. ;-)