Empire, those are tar g-zipped files (hence tgz). I have a winzip package installed that unzips them. You can also use tar at the command line using the x-terminal application. You'll have to manually navigate to where the file is using the command line, then type the command:

tar -zxf filename.tgz

This is just the first step to uncompress the file. Then (probably) you'll have to run the install routine. There should be some install instructions on the web site you got the tgz file from.

Allen