First off, are you sure it's actually compressing the content (size differences)--if not, apache just might not be configured quite right, or the module not truly loading (check apache error logs)
Second, if you can't get mod_gzip working, mod_deflate works out-of-the-box with Apache2
Personally, I've been wondering if mod_gzip is even alive anymore--there doesn't seem to have been any update or changes for maybe two years :/