How to minimize HTTP requests

Hi,

I’m now concentrated on the very first grade of YSlow, for which I got an F — Make fewer HTTP requests.

This page has 11 external Javascript scripts. Try combining them into one.
This page has 9 external stylesheets. Try combining them into one.

But I’m lost at how to fix this, and a lot of the solutions didn’t here. Here’s what I have tried so far:

WP Minify – Screwed up the whole template. Dropped.
JS & CSS Script Optimizer – Also didn’t work properly with my WordPress. Dropped.
Better WP Minify – Using this one now, it didn’t screw up anything, but it didn’t help at all either. I get the same result with HTTP requests.

I’ve also put this code into the header:

echo "<script type='text/javascript'>";
include_once "all_js.php"; // to include the all_js.php that contains js code of the site
echo "</script>";

echo "<style type='text/css'>";
include_once "all_css.php"; // to include the all_css.php that contains css code of the site
echo "</style>";

It was supposed to compress all requests into one, but nothing happened.

Any ideas/advice on how to minimize those requests and compress JS and CSS?

Thank you!