Are you useing a GUI? Gnome, KDE, etc? If so, I might have a better solution for you. Download File Roller from:
I fiddled with compressed files in Gnome until I got them to work like WinZip. (I like knowing how to do things in terminal, but I installed a GUI for a reason)
After installing File Roller, (sorry, this first one you've gotta do manually) I changed the file associations for each compressed file type. (In Gnome): Main Menu > Programs > Settings > File Types and Programs. Click on each file type, ex.- "gzip-compressed file", then "edit list" > "Add Application" > enter an application name "File Roller" for example, then enter the location of the File Roller launch file. For example, mine is /usr/local/bin/file-roller and I think that was the default directory that File Roller installed itself into anyway. Check off "can open multiple files" & "can open from URI" and hit OK. Finally, back in the File types & programs window, click on File Roller in the default action area until it shows up next to the application/x-gzip MIME type at the top. If done correctly, any time you click on a *.tar.gz file, it will open it with File Roller which gives you more control over it's decompression. You can repeat this process for any compressed file type that File Roller supports. Sorry for the long drawn out explaination, it was a problem that took me a while to solve.