How are you planning on running this, if you can get a .zip version? If your going to do it in cygwin, cygwin supports decompressing .tgz files, so you could do it that way.
Winzip also supports unpacking tgz files as well. But it would be strongly advised to use the Cygwin shell to unpack it since Winzip will not create the empty directories the code needs for its files.