liquids are difficult to compress, but they can be compressed. It is different from compression of a solid though.
In solid, merely pulling the particles together is compression. Because there generally is a gap in between particles in solids, it is relatively simple.
But in liquids, there is no gap between particles, so only way you can compress is by reducing the gap at molecular level, which is basically changing the state of that material, which involves a huge energy.
Note that this is not always the case, as compression is defined as increasing the density, by which i mean transition from ice to water is compression, and we all know that you can just melt ice by pressing it real hard(remember? the thread-ice experiment from school days).
Also in liquids, a little bit of compression-expansion can be brought up by a little change in molecular distance, which can be achieved by changing temperature (remember? heating - increasing distance; cooling - decreasing; in general)