If a data type has already been compressed (JPEG, GIF, PDF, most TIFFs), compressing it a second time may make the file LARGER.
There's also a snag with office files (.doc*, .xls*) -- these are actually .zip files containing files full of meta data -- so they probably won't compress at all.
So, for MOST of these document types, you'll want to set the compression to "Disable" which not only prevents compression at load time, it ALSO prevents compression when trying to send the data to the client.
-JD.