You may want to install gnome-compiz-manager (Search under System > Admin > Add/Remove Software). Once done, "GL Desktop" will appear under System > Preferences > Look and Feel. That will let you customize compiz a bit (including changing number of workspaces).
Did you try Ctrl + Alt + clicking and dragging the mouse? (Ctrl + Alt + Left/Right Arrow will also work).
To get it to work when you click the workspace icon SPECIFICALLY... I don't know, sorry. I had the same problem, but it went away after a few restarts.