On DLT's the Tape Drive unit is responsible for the compression. As you are using a DLT 4000, you can use 20/40 GB tapes. If compression is turned off you will get 20Gb on to a tape. However, when compression is turned on you can get a theoretical maximum of 40GB (ie a 2:1 Compression Rate), but this depends on the nature of the data you are backing up and hence the compression ratio may not be as good as 2:1. This is probably what is happening in your case. You could consider upgrading your DLT drive unit to a DLT 8000 or an Ultrium Tape Drive Unit(Model : 230E)which takes 100GB/200GB tapes.
Hope this helps.
Cheers,
Hugh.