Re: Feature Request: Customized Download
I've opened ticket http://github.com/lojjic/PIE/issues/issue/59
to track this feature request. I think it's a great idea, especially as more features are added in the future.
Regarding the IE6 gzip question: my understanding is that the same caveats apply for .htc files as apply for other files (.js, .css, etc.)... XP prior to a certain service pack has issues with gzip and caching, so you should avoid serving gzipped content in that case. I don't remember the exact details off the top of my head but you should be able to find the specifics by searching around.
If you learn something that says otherwise regarding gzipping and IE6, please let me know.