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It can be if you have it set to compress files, click start then my computer then right click the drive then properties, you can remove ticks from compress drive and allow indexing, right click a folder then properties then advanced in attributes to see if it is set to compress
Basically what keith said, but if it isnt the main hard drive and just random files, right click on the files and go to properpies and somewhere in properties itll say 'compress to save disk space' or something similar and click the tick, if theres one there, so there isn't a tick there, then click ok