You are certainly not up-to-date on the Windows shareware front:
WinZip (http://www.winzip.com) would have helped here. IMHO, the most important
program for Windows.
Internet File Format Support: WinZip includes built-in support for popular
Internet file formats (TAR, gzip, Unix compress UUencode, BinHex, and MIME), so
you can use WinZip to access almost all the files you download from the
Internet.
-JoeF