Thanks for the links. After two weeks of research here is the short version of what I have found.
IIS 6 is recognized as having excellent compression but setting it up and getting it to work right is very time consuming -- days.
Getting compression to work is great but much better with proper caching. It works even better if you can get ISAPI files to cache.
IIS compression comes in static and dynamic pages. Since I'm using FoxWeb I have no static pages. However, with some tweaking it is possible to compress graphics, some ASP pages, CSS, and so on. HTML, HTM works great without any trouble.
Dynamic compression is based on and focuses on other languages than FoxPro. The FoxWeb way is to go from FWX to PRG and then to FXP where FXP is finally used to render a webpage. Dynamic compression gets confused with FoxWeb and FoxPro. So, one has to test telling IIS through the MetaBase what extensions to try and compress.
I tried all of the above 3 extensions and it seemed to work well until I found that session variables were blocked from working. I figure that the IIS compression utility gets confused by not knowing which of the 3 extensions to compress and in what order. When I remove FXP from the MetaBase session variables starts working again but compression does not seem to be as affected. I tried various combinations of the extensions with various positive and negative results. There is a trade off in great compression and the use of session variables. FXP compression needs help and I have yet to figure it out how to compress FXP file and still have session variables active.
One further note on the above is session variables is just one problem. The other problem is getting response.redirect to work. I have a log in page that, when authinicated, the user is taken to the next page. While trying various of combinations of FWX, PRG, and FXP I also found that my log in page never redirected as well. Sometimes when I get redirection to work the session variables don't work. I'm left spinning in circles.
I found a nice product from Port80.com called ZipEnable. Forget the "Zp" part because it really does is to provide an nice interface to IIS 6 compression. Instead of having to go to a number of places within IIS and the MetaBase, ZipEnable does it easily through one easy to use interface. While this made testing much easier, I still was faced with the same problems with redirection and session varialbles.
This is where I am so far and I'm still fussing with compression to find the right combination.