I think you are searching for the following:
An exotic {4}-manifoldAn exotic 4-manifold by Selman Akbulut
We construct two compact smooth 4-manifolds $Q_1, Q_2$ which are homeomorphic but not diffeomorphic to each other. In particular no diffeomorphism $\partial Q_1 \rightarrow \partial Q_2$ can extend to a diffeomorphism $Q_1 \rightarrow Q_2$
Alternatively the boundary case
:
An exotic orientable 4-manifold An exotic orientable 4-manifold by Robert E. Gompf
In the present paper, we exhibit two compact orientable manifolds (with boundary), $M_1$ and $M_2$, which are homeomorphic, but not diffeomorphic.
The minimal symplectic case.
:
http://www.msp.warwick.ac.uk/gt/2008/12-02/p019.xhtmlA symplectic manifold homeomorphic but not diffeomorphic to $\mathbb{CP}^2$#$3 \overline{\mathbb{CP}}^2$ by Scott Baldridge and Paul Kirk
Finally you will perhaps like the following notes by David Gay
David Gay:
This paper will outline in an informal way the construction of a family of 4manifolds4-manifolds which are homeomorphic but not diffeomorphic.
The first section of the paper (after the introduction, so it is section 2 in the paper), describes the usual construction "of an infinite family of diffeomorphism classes of 4manifolds in two homeomorphism classes".
(Roughly speaking, the basic examples of non diffeomorphic but homeomorphic 4-manifolds are constructed as follows : Let $E(1)$ be the algebraic surface, obtained by blowing up 9 points in $\mathbb{C}P^2$. This is an elliptic surfaceelliptic surface. Let $E(2)$ be the sum of two copies of $E(1)$ (how this is done, is explained in section 2). Define inductively $E(n)$ as the fiber sum of $E(n-1)$ and $E(1)$. By logarithmic transformations you can build from these $E(n)$'s the elliptic surfaces $E(n, m_1,...m_n)$$E(n, m_1,\dots,m_n)$, where $m_1,...,m_n$$m_1,\dots,m_n$ are the orders of the transformation. The basic examples of not diffeomorphic but homeomorphic 4-manifolds are such $E(n,p,q)$'s where $p,q$ are relativly prime.)
Since you asked for compact examples, this doesn't answer your question. Nevertheless I think (hope) that this last link is useful, since it provides a short overview and introduction to non diffeomorphic but homeomorphic 4-manifolds.