omran, you have two choices here...
You could add compress to your linux system. If you do that SCO might sue you.
You could add gunzip to your unix system. It is free software. No chance of a lawsuit here.
Still can't decide? Here's some more info...
gzip/gunzip uses a better compression algorithm than compress/uncompress.
Major unix systems like hp-ux and sunos have free software sites. They will have gzip/gunzip precompiled and ready to install. And we can probably help if you encounter any problems getting gzip/gunzip on your unix system.
You will need to get the source code to compress somewhere and port it yourself to linux. Between the facts that compress is lame and SCO is aggressively claimly ownership, you won't find much support along that path.
But the decision is yours. Let us know which way you decide to go.