Compressing DLLs

Using ‘strip’ included with MinGW 1.1 on the SDL DLLs and
then compressing the DLL using UPX (

 upx --best -v SDL.dll

I could reduce the SDL 1.2.3 DLL on Windows from 220KB to
just 83KB.

This might not seem much, but for people on slow connections
it does matter a lot if your downloads are smaller.

My question is: I have faced no problems with this approach, and
all the people who have downloaded my programs haven’t faced
any either - can’t we then compress the SDL and associated
library DLLs by default? Or can it lead to problems?