Oleg,
I have installed stunnel 4.09 both as client (on my computer) and as server (on server). Both has zlib compression enabled and I can see that zlib initializes properly in the logs (it says "Compression enabled using zlib method"). But when I send any data over that tunnel I can't see any signs of compression - amount of traffic is almost the same as over plain connection.
1. How did you measure the traffic? Stunnel only reports the application data, not the encrypted/compressed data that is actually sent to a socket.
2. Can your data be compressed? For example gif/jpeg/avi/mpeg usually can't be compressed.
Best regards, Mike