Is it .tar.gz ?
I bet it is if you are installing something. Use the following to unpack it (note it is often a wise idea to do this in a new [empty] directory because some tarballs don't have everything in a subdirectory).
tar xzvf filename.tar.gz
Explaination: tar unpacks the archive using these options x=eXtract, z=gunZip everything, v=View everything as it is done so you can see that it is working, and f=File to use.