That's exactly what I've told you.You use the GzipStream class, docmented in the first link, and use it with a NetwokStream,as exemplified in the second link. If you could provide more information about your platform and your code I could provide more concrete examples.
The basic example in the second link is:
// Write compressed to network stream example - not compiled or tested.
using(NetworkStream ns = new NetworkStream(socket))
using ( GZipStream gz = new GZipStream(, CompressionMode.Compress, true) )
{
gz.Write(...); // Write bytes to compressed stream, which will
in-turn send the compressed bytes to the network stream.
// other work..
gz.Flush();
}