This routine attaches .Z to filename and opens a pipe through the compress shell command.
This pipe is used as the stream argument in a call to fprintf_dataset.
NOTE
The compress command must be available in the user's search path. Writing
compressed files does not work under Turbo-C / MS-DOS, since this combination
does not support pipes.
There may be a problem with portability using too long filenames. When
a network is written in compressed form, .Z is added to the filename.
If this filename already contains an extension, the file will not be
properly named under MS-DOS.