The first law of thermodynamics involves several types of energies and many studies have shown that students lack awareness of them. They have difficulties in applying the law to different thermodynamic processes. These observations were confirmed in our pilot studies, carried out with students from undergraduate colleges across the whole of India. We, then, decided to develop an activity-based module to address students' conceptual difficulties in this area. In particular, we took up the cases of both adiabatic and isothermal compression of an ideal gas. We tested, through a two-group pre and post test design, the effectiveness of the module.