mod_deflate ignores "Content-Encoding: gzip" which can be set from CGI script. Result will be twice compressed document. It is possible to resolve using Apache configuration options but I think that it should be fixed. Max.
In fact mod_deflate should not ignore that header... ...oh well, content-encoding from CGI is put into err_headers_out, we should check for these in mod_deflate, too. Thanks for your report.
FYI: Fixed for the next release (2.0.46).