SELECT failed because the following SET options have incorrect settings: 'ARITHABORT'. Verify that SET options are correct for use with indexed views and/or indexes on computed columns and/or filtered indexes and/or query notifications and/or XML data type methods and/or spatial index operations.

SELECT failed because the following SET options have incorrect settings: 'ARITHABORT'. Verify that SET options are correct for use with indexed views and/or indexes on computed columns and/or filtered indexes and/or query notifications and/or XML data type methods and/or spatial index operations.

This problem was happening whatever I tried to execute a stored procedure.
My solution was

At the beginning of the stored procedure I wrote

CREATE PROC [dbo].[YourProc]
    @yourparameter varchar(50)
AS
BEGIN

    SET ARITHABORT ON

WINRAR.exe zip - How to zip de files and subfolders

a -afzip -r -ep1  "path\file.zip"  "path\directory you want to zip\"

Don't forget the last left slash.
Do the test with and without the left slash and you'll see the subtleness.

:)