w3 Total Cache settings and the slowness

Hi ppl,
I just installed w3 total cache 0.9.1.3 on my wordpress 3.1.
According to my researches on the net Ive done the settings as below but doesnt see any speed up on page load even looks like getting slower. (according to page load time checking websites) Also I wanna add that Im using cloudflare. is it a problem ?
Thanks for help.

Theme : On demand

Preview mode is unchecked.
Page Cache – enabled – disk
Minify – enabled – disk
Database Cache – off
Object Cache – enabled – disk
CDN – off
Browser Cache – enabled

HTML minify settings
enabled
Inline CSS minification checked
Inline JS minification checked
Line break removal checked

JS minify settings off

CSS minify setting
enabled
Comment removal checked
Line break removal checked
3 css added.
2 of them has the address includes gzip (like wp-content/plugins/scripts-gzip/gzip.php?css)
one is a direct link

Browser cache
Set expires header unchecked
Set cache control header unchecked
Set entity tag (eTag) unchecked
Do not process 404 errors for static objects with WordPress unchecked
(should I check them too ? if I check should do some other moves after that ?)

Compability check
RED
Opcode cache: Not installed
Memcache extension: Not installed

YELLOW
Mime type detection: Mimetype
mod_mime: Not detected
mod_expires: Not detected
mod_deflate / mod_gzip: Not detected
mod_headers: Not detected
mod_env: Not detected
mod_setenvif: Not detected
mod_rewrite: Not detected