I don't understand why anyone would voluntarily use compression on anything. I'm very sensitive to these kinds of compressor and can literally hear the gain ramping up and down.

If you want movies to have lower dynamic range for some reason, use the built-in dynamic range compression that comes with Dolby Digital.

If you want equal loudness between different songs or albums, use replaygain. My entire library has replaygain applied and its wonderful to be able to keep my stereo set at a decent level and just press play on anything. Without it you always have to turn the volume knob down first "just in case".