Add some changes to changelog

CHANGELOG.md

@@ -5,6 +5,8 @@ All notable changes to this project will be documented in this file.
 ## [Unreleased]
 
 ## [2.0.39]
+### Added
+- Enabled gzip and zlib support on iPXE binaries
 ### Fixes
 - Check for legacy undionly filename if running menu locally