As prescribed by Yahoo!, gzip'ng files would make your websites load faster. The problem? I don't know how :p
http://www.webcodingtech.com/php/gzip-compression.php
Or if you have Apache, try http://www.askapache.com/htaccess/apache-speed-compression.html
Some hosting services have an option in the control panel. It's not always possible, though, so if you're having difficulty, post back with more details about your platform.
http://developer.yahoo.com/performance/rules.html#gzip
This is the reference if any asks me about my reference loading gzipped files
Edit your httpd.conf file.
Add this line to load the module:
LoadModule deflate_module modules/mod_deflate.so
Add these lines to actually compress the output:
AddOutputFilterByType DEFLATE text/css text/html application/x-javascript application/javascript
BrowserMatch ^Mozilla/4 gzip-only-text/html
BrowserMatch ^Mozilla/4\.0[678] no-gzip
BrowserMatch \bMSIE !no-gzip !gzip-only-text/html
Jetty will look for gzip'd versions of static files, as well as it has a GzipFilter for dynamic content.
You could probably pull the GzipFilter over into Tomcat if you wanted more control over compression than just Tomcat's connector-level compression...