Problems with Hummingbird Cache

I am trying to enable caching through Hummingbird. However I am facing this 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 have set up my own Apache server, so it may well be the case that there is a configuration issue. However I have enabled mod_expires as suggested above and there is nothing additional in my error.log
Is there anything else I can go and look for ?