[Plugin: WordPress Gzip Compression] Didn't compress files but minimized redirects

I just installed WordPress Gzip Compression since I have several css files that should be gzipped. After I downloaded it I checked Google’s Page Speed and it changed some urls (shortened them) which is good. The problem is, that I still have all those css files a js files that need compressing. I don’t see options for this feature, is it missing something or do I need to change some code somewhere to include these files?

http://wordpress.org/extend/plugins/wordpress-gzip-compression/