Putting a .tar.bz2 file inside a .tar file willl only ever make the file larger. So it's unlikely to be the right filename.
Did you save the file with Microsoft Internet Explorer? It usually adds a .tar extension to .tar.bz2 files because it looks at their “archive/tar” MIME type and thinks they are tarballs, and then “corrects” the extension. Check the filename on the URL, and if it's a .tar.bz2, then just rename the file.
Under *NIX, There's a utility called “file” that will tell you what the actual type of the file is, regardless of it's contents:
Code:
file stage3-pentium4-2004.3.tar.bz2.tar
Aside: A .tar file isn't “zipped”
per se; ZIP is an archive format that compresses each file, then adds it to a single archive file (with an uncompressed manifest). A tarball (.tar.bz2) file is a format that adds each file to an uncompressed archive, then compresses the entire file (which is much more efficient, as the manifest is compressed, and the compression routine can eliminate duplication between different files).
If it really is inside a second tarball, then you'll need to untar the file with
Code:
tar -e stage3-pentium4-2004.3.tar.bz2.tar
to recover the original file.