The -j option is supposed to bzip2 or bunzip2, but your installation of tar is obvioulsy interpreting -j as bzip2 only
rgteamspeak:/home/ts# tar -jxvf ts2perlmod.tar.bz2
tar: bzip2: Cannot exec: No such file or directory
So, as pljvaldez suggests, try it the old way and bunzip2 it.
On second thought, do you have bzip2 installed?