Except for programs that support kml to kmz conversion, you can simply pack your .kml files with any ZIP supporting programs as .zip archive and rename ZIP to KMZ. Such kml to kmz conversion should work simply because a .kmz file is just a zipped version of .kml file for the purposes of reducing file size.
Open KML file Open KMZ fileA digital map conversion software
An online GIS converter
A GPS software for outdoor activities
A software used to geocode pictures