GZIP Compression- Hummingbird

Hello, I am trying to use the Hummingbird plugin to compress gzip files but received an error message saying:

gzip is not working properly:
- Your server may not have the "deflate" module enabled (mod_deflate for Apache, ngx_http_gzip_module for NGINX)
- Another plugin may be interfering with the configuration

What should I do first to fix this?