Image compression is a good thing
I like the image compression. I use the previous generation Voda dongle as my primary internet connection (I don't have a landline). I use the internet pretty heavily, and have never gone over my 3GB/month quota.
If voda didn't compress the images for me, I'd have to spend another £10/month to connect to a proxy that would do that for me (OnSpeed or similar).
And, as has been repeated ad nauseum above, if you don't like it you can turn it off (or use a different proxy).