Most modern computers have at least two CPU cores. This is almost the same as two real CPUs doing your work. However, just having a multicore CPU doesn't mean a program will run faster; it is important that the program is designed to take advantage of the multiple cores.
The compression commands covered so far use only one CPU. The pbzip2, plzip, pigz, and lrzip commands are multithreaded and can use multiple cores, hence, decreasing the overall time taken to compress your files.
None of these are installed with most distros, but can be added to your system with apt-get or yum.
