as far as i know windows should not change the files (.bz2 or .tgz i presume).
check if you can download a md5 checksum of the wine copy you've obtained and copy that to the cd and check it in linux to make sure your download is error free.
and are you unzipping corectly in the command line (ignore this if your using Xserver to unzip)
I'm no Guru so that's my only idea.
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