Compliments

I wonder why I constantly ignore compliments. I can give them fairly easily, and completely mean every word I say, but if I receive a compliment, I get weird and don't know what to say, or I answer weakly or even worse I say something like, "oh you, too." It's as if I can't quite believe them. Or I immediately assume "they are just being nice". But if I thought someone thought that about the compliment I gave them I would be bothered or assume they were insecure and needy. What does this say about me? I don't think I'm the only one who thinks this either.
Why is it that we believe everything negative said to us or about us? further more, why would we assume something is wrong with us and the compliment is just an emotional band aide?
I recently came across an incredibly beautiful women who came into the shop I'm interning in. She was looking to have some clothes designed to fit her newly acquired weight. She kept bringing up that she was about 15 to 20 pounds heavier now and was about to go back home to Texas for the Holidays, where she would be seeing family and friends she hadn't seen in years. What struck me about her was that she was a very striking women. One that probably had people watching her walk by, and one that no one was taking in her specific dimensions. She didn't know how people saw her. She saw what she thought people would be seeing her as. Anyway, what is 15 pounds on someone who has confidence, who dresses well and looks proportionate? After about a half an hour, listening to her try to convey what kind of dress she would like, and almost apologizing for her extra weight, I decided to say something. I walked out to the front of the store and gave her a compliment. I told her exactly what I saw and what I was sure everybody saw when looking at her. She began to cry. I didn't know quite how to react. I started feeling a little awkward and then realized that she believed the compliment. It occurred to me that she sooo needed to hear an unsolicited compliment. I'm like that.
I believe the negative insults I hurl at myself and if I get a compliment I usually assume it was a pity-praise. Isn't that silly? And why would I feel awkward once I gave her this compliment? I think it's lack of self confidence. I think it's a "what do you want from me" society I live in where I'm used to no freebies and something for nothing is suspicious.
So I conclude instead of giving a compliment in a sort of hit and run fashion, I'm going to give it and wait. I've learned the importance of praise, but I'm terrible at waiting around to see what happens to the praisee.