I Don't Know How to Take Compliments

Can Actually Make Me Speachless... Someone who gives a honest compliment and is heart felt for something that I try to do every day can make you dumb struck. When the boss tanks me for doing my job I really don't know what to say....  Thanks doesn't sound like it is enough...

Do we give compliments enough?  

Are we honest in those compliments?

Why would a person be embarrassed when they are complimented?