You untar them into a directory, usually:
/usr/lib/win32
So something like:
tar xvjCf win32codecs.tar.bz2 /usr/lib
Might work, that is assuming when the tarball is bunzipped and untarred that the resulting file is a directory called win32. I rarely take that chance though, so here's how I'd do it:
mkdir /usr/lib/win32
cp win32codecs.tar.bz2 /usr/lib/win32
cd /usr/lib/win32
tar xvjf win32codecs.tar.bz2
If there is a directory now, cd into the directory:
cd win32
And move all the files out:
mv * ..
And finally cd yourself out:
cd ..
And remove the directory:
rm -r win32
Be sure that last command didn't just remove the directory from /usr/lib instead it removed the directory:
/usr/lib/win32/win32 (which is unnecessary).
Cool