wheel - 4:30 pm on Mar 14, 2011 (gmt 0)

If my site is using Gzip arent they supposed to be merged in one file with some kind of .gz ?

No. It's transparent. Your webserver gzips the file,then in the headers says 'this is compressed'. The browser gets the file, and unzips it. It's seamless and is not exactly like the process you see when you zip a directory on your desktop.