As prescribed by Yahoo!, gzip\'ng files would make your websites load faster. The problem? I don\'t know how :p
http://www.webcodingtech.com/php/gzip-compression.php
Or if you have Apache, try http://www.askapache.com/htaccess/apache-speed-compression.html
Some hosting services have an option in the control panel. It's not always possible, though, so if you're having difficulty, post back with more details about your platform.