Just because you hear that compression programs typically reduce the size of a file to half of the original volume, does not mean that you can compress all files to half. For example, if that were true, your could (supposedly) reduce an 8GB file to 4GB, then further reduce that to 2GB, then again to 1GB, then 500MB, the 250MB, etc, and finally getting it small enough to fit on a floppy, or in the "eye of a needle"
Nope. It doesn't work that way.
Generally if a file has already been compressed, there is very little any size reduction you will get by additionally trying to compress it with other attempts at compression, even with other algorithms. There might be some slight further decrease, and even - sometimes - it might even grow a bit.
Most of the program files you have on your system have already been "compressed" by the compilers used to generate them (by the developers). Many of the graphic formats you use (such as .jpg and .gif) are already compressed to a pretty good point. What you will generally see reduced by compression programs are things like file created by office applications, like documents or even some presentations. Many Word documents, or PowerPoint documents, will experience a 10x decrease in size when compressed. Just don't expect such returns on all other files.
If your 9.2GB file is already somewhat compressed, you can't expect to reduce it too much more.
If you need to get that 9.2GB file on a DVD you might need to either put it on a higher capacity DVD, like a dual layer one, or even a blue-ray format. Otherwise, you may need to split the file into at least a couple pieces and put it on multiple DVDs.