Actually they are NOT using GZIP. If you check their headers they are sending the data as unencoded chunks that are not gzip encoded.
Sorry, but the site isn't sending gzipped data.
You can check to see what the site is sending using a site like this...
http://web-sniffer.net/
As you can see by this...
They are not compressing or there would be the Content-Encoding header that you see on the CNN site below.
Now check the
http://www.cnn.com website.
The sniffer also gives you the size of the data compressed and uncompressed on the gzipped sites.