Starting up the CA COMPRESS started task and it fails with the following error message: ZSUR066I ZSAM EXCLUSION TABLE TYPE NOT SELECTED.
In the started task there is the following DD statement that points to the EXCLUDE table:
//SYSIN DD DSN=YOUR.CAI.CCVBJCL(EXCLUDE),DISP=SHR,FREE=CLOSE
Notice that you MUST have the member name specified. If the member name is not provided then you will see the message you received. Also, if the name is not correct. This file must be allocated at startup.