Caching Error

Hi,
I'm trying to enable caching but I'm getting the following error:

Browser Caching is not working properly:
- Your server may not have the "expires" module enabled (mod_expires for Apache, ngx_http_headers_module for NGINX)
- Another plugin may be interfering with the configuration

I've checked with my host and they've said module deflate is installed. Any ideas what could be going wrong?