With help of WP Minify (WordPress Plugin) you can improve your WordPress page loading time. This plugin integrate the Minify engine into your WordPress blog. Once enabled, plugin will combine and compress JS and CSS files to improve page load time. How this Plugin does works, WP Minify intercepts scripts and style printing at the ‘wp_print_scripts’ and ‘wp_print_styles’ hook. WP Minify grabs these files in the proper order (minding dependencies) and passes that list to the Minify engine. The Minify engine then returns a consolidated, minified, and compressed script or style. WP Minify then references this compressed script or style in the WordPress header instead of each individual scripts/styles.

You can download this excellent plugin here.