moving and compressing on the fly

[Bob Alexander <bob@ngi.it>]

I do not quite manage to find the proper catenation of commands to mv or 
cp a file and compress it (preferably with bzip2) on the fly.

Suppose I want to backup my /etc/X11/XF86Config4 file to 
/home/bob/configs as XF86Config.bz2

Thank you.

Bob