Problems with Gzip & Yslow..?

Hi guys, I hope somebody with a little more info can answer this question for me..?

I am repeatedly being told by Yslow to enable gzip compression, ok no problem in that as such,
but I have now tried

1. WP-Super-Cache

2. WP-Total-Cache

3. have tried enabling gzip from htaccess

4. have even tried adding a line of php code to my index.php in order to enable it

5. have double checked with my host that gzip is actually enabled on my server

The result every time is the same, Yslow still gives grade "F" for gzip compression..?
yet I can go to 5 other different sites to run tests & all will report gzip compression is OK

Does anyone know if this is a known bug with Yslow..? I've spent 2 days now trying to sort
this out & am getting just a little fedup with it as you can imagine!
Would really appreciate a little help on this one guys, if you have the time..?

Thanks Steve