I'm about to shut it down for the night so in case you come back here's a solution if you are on a Linux host. If you are hosted on a Windows box, sorry I cannot help you.
Add this to the end of your .htaccess file:
You'll need to ensure that your hosting provider has the mod_deflate module loaded. If not your compression will not work but it will fail gracefully because it is wrapped within the IfModule mod_deflate.c directive.
If you know positively that module is loaded then you can minimize it to:
Modify the above example with whatever file extensions you are using. Order them from most commonly requested to least commonly requested. DO NOT add image files to the list, they are already compressed files and it will make things worst.
One last thing. The above example is for Apache 2. If you are hosted on an earlier version the same can be done using mod_gzip but I haven't tested that code specifically on Apache 1.3 so I cannot be sure it will work properly.