The things that nobody told you about HTTP compression:
1. It only works when over HTTP 1.1; however Internet Explorer's default setting is to downgrade your HTTP version to 1.0 if you're accessing the server via a proxy so even though you may think you're compressing the .aspx pages - you are not.
2. Some client programs (i.e. Adobe Reader) don't behave correctly when opening up inline documents (i.e. opening up the document in the browser window) when the content has been transferred as a chunked/compressed stream.
So, when you're testing HTTP compression, use a product like ieHttpHeaders to verify that your results are actually being compressed (you'll see headers like Content-Encoding: gzip, and Transfer-Encoding: chunked), and make sure it works with and without a proxy.