Many of the website did teach how to check HTTP Compression, what Apache module is needed, but there are less guide on how to make it done.
Today, Mick Genie will guide you how to make it done.
Firstly, you may need to compile your Apache with mod_gzip and mod_deflate (Actually Apache 1.x needed mod_gzip and Apache 2.x needed mod_deflate, hence you may compile both of them).
Once done, modify your httpd.conf and assume it is located in /usr/local/apache/conf. Add the following line to the configuration file.
<Location /> SetOutputFilter DEFLATE SetEnvIfNoCase Request_URI \ \.(?:gif|jpe?g|png)$ no-gzip dont-vary </Location>
Restart the httpd services.
service httpd restart
The above command from httpd.conf will compress all the files except the .gif, .jpe, .jpeg and .png files.