Before serving a file from disk to a gzip-enabled client, this module will look for a precompressed file in the same location that ends in ".gz". The purpose is to avoid compressing the same file each time it is requested.
ngx_http_gzip_static_module was introduced in nginx 0.6.24. You must enable support at compile time:
ERROR in secure-include.php: could not read the given src URL http://wiki.nginx.org/nginx.org/ngx_http_gzip_static_module/gzip_static.txt
Enables the module. You should ensure that the timestamps of the compressed and uncompressed files match.