Yes it was a fight, but I'm the winner 
For everyone who want to compress own skins or plugins, here are simple instructions how to use CKReleaser on windows.
Requirements
You have to install java and a server like xampp
Folders
Make a folder ckreleaser in your htdocs folder
Make a folder package in your ckreleaser folder
Copy CKEditors _source folder to your package folder
Files
Copy the following files to your package folder:
ckeditor_source.js
ckeditor_basic_source.js
ckpackager.jar (http://svn.fckeditor.net/CKPackager/trunk/bin/ckpackager.jar)
ckeditor.pack (is in CKE download)
ckreleaser.jar (http://svn.fckeditor.net/CKReleaser/trunk/bin/ckreleaser.jar)
ckreleaser.release (http://dev.ckeditor.com/browser/CKEditor/trunk/_dev/releaser)
Your skins / plugins
Copy your skins to /package/_source/skins
Copy your plugins to /package/_source/plugins
Run the releaser
This is my command to run the releaser (one line):
cmd /k java -jar V:/xampplite/htdocs/ckreleaser/package/ckreleaser.jar V:/xampplite/htdocs/ckreleaser/package/ckreleaser.release V:/xampplite/htdocs/ckreleaser/package V:/xampplite/htdocs/ckreleaser/newpack "CKEditor NewPack" ckeditor_pack --verbose
1. Change V:/xampplite/ to your xampp installation
2. Click on Start -> execute
3. Copy your command to the execute window
4. Click OK
Now it opens a DOS box where you can see the process. After you will find the new folder newpack in your ckreleaser folder with your compressed skins and plugins.