I am not sure to which ScriptResource.axd
files you refer to - it could be any script that you or we have. Could you be more specific please?
If they are the AJAX framework, you can try to disable the compilation debug (seting <compulation debug="false">) in the web.config file. Then you can use the RadCompression per the instructions, and finally enable the GZIP compression in your IIS console. The last one is a server setting, rather than Sitefinty one.
the Telerik team