@Skoaa
you're not typing the command properly!
tar xvf /home/user/MyDocs/NITDroid-0.0.9.tar
dpkg -i /home/user/MyDocs/nitdroid-kernel-2.6.28-06_final1_armel.deb
it is case sensitive. capitals should be capital

have you copied the files to your phone using the usb cable? you would only get that error because either theres a spelling mistake or the files are not there!

@ottoman
go into filebox setting and turn on root...

@TMavica
Good to hear it worked