How do I unzip .gz files?

If you're using Mandriva, you can just browse to it in Konqueror, right click on it, and open it with Ark. I actually can't remember the syntax for sure, but if you want to do it from the command line, I think it's "tar xvzf <filename>"

since like i downloaded a file "steam.gz" and it wont let me extract it just by putting in the syntax

use the following

gzip -d steam.gz

thank you!

.gz files are zipped using "gzip". (GNU zip)
So, gzip -d is indeed the way to go.
On some systems, "gunzip" is an alias for "gzip -d".

As for the tar approach, that only works if the file is a zipped archive.
Basically, "tar" creates and extracts files from an archive, but it also supports
zipping (on creation) and unzipping (on extraction) of the archive, for certain
standard compressed file formats, such as the .gz (GNU zip) format.
tar has the -z option for gzip'ped archives.
Similarly, it has different options for different compression formats, such as .bz2.

.tgz can also be created by pax, the POSIX Tape Archiver(tar). Just to get it all straight.