How to download a .tar.gz file

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http://askubuntu.com – I've been trying to download some linux programs, and I get.tar.gz files in my downloads. I've been trying to download it with terminal tar -zxvf, and always get no such file or directory I can't seem to find my root directory to the download. When I select properties on my tar.gz file, I get /home/Downloads Is there no C:\ ? I installed Ubuntu alongside Windows 7 without making a custom partition, is that why ? I would really appreciate it if you guys could help me out. (HowTos)