The majority of folks ask this question in order to compress their snare drum samples. A compressor is a prominent tool in the audio engineer's toolset for controlling dynamics by lowering the level of louder parts while increasing the volume of softer passages. Compressors can be employed as a single-instrument effect or as part of a chain spanning an entire mix. When mixing music, why would you need to apply a compressor on every track? Unless you're trying to moderate incredibly loud peaks that emanate from only one drum, it's usually not necessary (say for example, if you recorded your snare track with too much proximity effect).