gzip is not working properly:

Hello, I received this error message while using Humming Bird's gzip compression tool: "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
If re-checking and restarting does not resolve, please check with your host or open a support ticket with us."

Would you be able to help me figure out what I am doing wrong?