In order to unpack and install downloaded *.tar.gz or *.tar.bz2

Open a terminal and type:
tar xvjf filename.tar.bz2
Which will untar it to the current directory. Normally (99% of the time) it will create it's own subdirectory so you don't need to worry about that.
Just so you know:
tar - Tape ARchiver
And the options:
x - extract
v - verbose output (lists all files as they are extracted)
j - deal with bzipped file
f - read from a file, rather than a tape device




tar -jxvf filename.tar.bz2
tar -zxvf filename.tar.gz