Google found this:
http://askubuntu.com/questions/25961...r-tar-bz2-file that tries to answer it.
A .tar.gz or .tgz file can hold almost anything (sorta like a ZIP file), so how to install it is usually described inside a README file stored inside the tgz file.
The name tar.gz tells me that gzip was used on a tar file. Tar is short for "tape archive" and has all the great things AND all the bad things about that format.
A gz.tar file would mean that someone gzipped files, then put them into a tar archive. I have to admit, I've never seen that, but you get the idea, so if you ever see a tar.zip or tar.bz2 or tar.Z file, you'll understand - the last part is some sort of compression and the .tar. part means the tar program was used to create it.
There are probably 50 different tools that can pull files from a tgz or tar.gz file. I would do it "the hard way", so I won't bore you with my CLI/shell methods. To me, using the shell is easier.
I hope you understand that by installing a program that is not in a repository, you are breaking the best part of Linux systems - the repository. When you break that, it means you will have to maintain the patching manually going forward for whatever programs you install. This is why I stopped running MS-Wnidows. Linux has better tools for system and application management. We just need to use them.
Anyway, I hope that link gets you to a point where you can install the program.