After you have enabled the plugin, look for the file "wp-content/cache/.htaccess". If it's not there you must create it. It should read:
# BEGIN supercache
<IfModule mod_mime.c>
<FilesMatch "\.html\.gz$">
ForceType text/html
FileETag None
</FilesMatch>
AddEncoding gzip .gz
AddType text/html .gz
</IfModule>
<IfModule mod_deflate.c>
SetEnvIfNoCase Request_URI \.gz$ no-gzip
</IfModule>
<IfModule mod_headers.c>
Header set Cache-Control 'max-age=3, must-revalidate'
</IfModule>
<IfModule mod_expires.c>
ExpiresActive On
ExpiresByType text/html A3
</IfModule>
``
# END supercache
