I am running drupal 6 and have page compression enabled. When page compression is enabled, drupal caches all the pages. But I do not want certain pages to be cached. How do I force drupal not to cache certain pages?
You're probably looking for something like the CacheExclude module? Here is a quote about it (from the module's project page):
... provides a simple way to exclude certain pages from being cached. Sometimes you want all pages to be cached for anonymous users except for one or two pages that have dynamic or random or rotating content. If those pages are cached, the dynamic parts cease to be dynamic. This module allows an administrator to selectively exclude certain paths from being cached so that dynamic content is actually dynamic.