bubbadork:
Andyson is correct; the decompression is done on the local PC. For total effectiveness one must compare the time saved in transmission to the time expended for decompression. Typically, one would make a net gain.
Generally (with appropriate settings), this will affect load times but not meter stutter.
I disagree BD, anything that adds to CPU processing could affect the meter. That's why reducing CPU usage by eliminating unnecessary processes (like closing the forum page while playing in the game client helps reduce stutter.
But for the OP Gerry, chances are good IMO that WGT already compresses many of its larger files. This Adobe article indicates to me that Action Script (AS) ( a language used by WGT to code the game ) supports file compression. GZip is supported by AS but the default is Zlib a similar compression method.
Adobe article on Compressing files and data
The answer for the OP is, its likely WGT already compresses its larger files and that's going to shorten transmission times, which makes the game load faster. But at some cost to our PC's computing power.