If mod_gzip was compiled into Apache as a dynamic loadable module, you can uninstall it simply by moving out mod_gzip related lines our of httpd.conf and deleting mod_gzip generated files when it was compiled.
If it was compiled into Apache statically, to completely remove it you will have to recompile Apache.
However, you can turn it off in any case at any time, per vhost or whatever.
i've two windows2003 server IIS6, IIS6 have gzip.dll built in, just need to enable it. one of my server at theplanet doesn't have IIS http compression enable (gzip) the bw useage are higher than the one at Savvis which have gzip enabled.
you can use it to serve any content both static or dynamic generated (php, perl, asp, aspx...etc)
it can save you some bw, which is a good thing. it won't cause you any problem expect browser that is IE 4.0 or lower and Netscape 4.0 or lower. which no one use anymore as older browser doesn't support http comperssion. http compression have been out since 1999. you should take advantage of it to improve your server. it save bw and faster deliver for your client (browser)
in IIS, it's easy to configure, just click click and edit IIS XML file. i don't know how apache work but you shouldn't have problem googling it. after http comperssion have been out since 1999.
edit: when you test your website with the link i gave. port80software will tell you the result on what type of web server you use on your server for example mine is IIS 6.0 and the original file size and compressed size (if you have gzip enable) then how much bw you can save if you have it enabled.
i also have a 1and1 share host account, 1and1 doesn't have gzip enable.