in that case you may as well use WinRAR. I hate to say it but WinRAR and MacRAR are superior by a long shot to rar (the linux version), since they support many formats including lhz (winzip needs you to download severla plugins from "your favourite download site" (quote from their instructions)) to get lhz and several other formats to work) natively. Also, they open the .rar file format, which is better compression than ordinary zip.
The only thing winzip can do that winRAR cannot is span a single file over several disks. And i'm sure that winRAR could be used in wine too...