Comment on Fix “Invalid command ‘Header’, perhaps misspelled or defined by a module not included in the server configuration” on Debian Squeeze Apache 2.2 by Ben.
In my experience, this message does not result from a missing mod_deflate module; it results from a missing mod_headers module.
For those of you who continue to receive this message after enabling mod_deflate, try enabling mod_headers.
See: http://littletechthoughts.blogspot.com/2009/02/invalid-command-header-perhaps.html