According to the TransGaming site, there is a DEB package of Cedega available. If you could get your hands on that one, things might be a lot easier.
Still not really an answer to your question about the TGZ file (sorry about that), but it might be worth giving the DEB approach a try: If you can get it, installation may be as easy as typing 'dpkg -i package.deb' (where the real name of the package is substituted for 'package.deb').
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