Opss... Seems that the web.config line has been stripped out. Retrying....
FIXED! For some reason, the configuration settings (both in the host control panel and in the compression.config file) are not effective, at least on my installation.
To make everything work I had to remove from the web.config file the following line:
add name="Compression" type="DotNetNuke.HttpModules.Compression.HttpModule, DotNetNuke.HttpModules.Compression"
Now DMX is working fine.
Andrea