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Which comes first, compressor or preamp?

I have a PreSonus Bluemax compressor, and just got an M-audio DMP3 preamp. This is my front-end (such as it is) for a home DAW setup. I would only be using the Bluemax on vocal tracks. My question is this...do I run the mic ( a Groove Tubes GT1) into the preamp first, then compression? This seems the logical method to me, but I'm not sure.