Set Backup Compression on SQL Server 2008R2 on by default
Technet Online says:  


  To view or configure the backup compression default option
  
  In Object Explorer, right-click a server and select Properties.
  
  Click the Database settings node.
  
  Under Backup and restore, Compress backup shows the current setting of the backup compression default option. This setting determines the server-level default for compressing backups, as follows:
  
  If the Compress backup box is blank, new backups are uncompressed by default.
  
  If the Compress backup box is checked, new backups are compressed by default.
  
  If you are a member of the sysadmin or serveradmin fixed server role, you can also change the default setting by clicking the Compress backup box.


from: http://msdn.microsoft.com/en-us/library/bb933863.aspx