I'm going to assume that other than being relatively new to the terminal and *NIX development, you know what you are doing. If I am wrong, please be careful -- you can wreak a lot of havoc with the dev tools, especially if you're following directions that involve you doing stuff as root (after a su command from the terminal).
Other than that, I suggest strongly that you refresh yourself on (at least)the *NIX (and especially BSD/Darwin) filesystem, tcsh shell commands (ie: what you can do while in the "terminal"), and how the terminal and Darwin interact with Aqua. (FAQ's abound, and reading on the UNIX newbie threads can help, too.)
That said, here's how to ungzip and untar files. (stuffing is a different algorithm. a stuffed file ends with .sit, a tarred file ends with .tar, a gzipped file ends with .gz, a tarred and gzipped (most common) file ends with .tgz)
1) Open terminal.
2) Navigate to the folder where the archive is.
(IF you can't do this, I would strongly suggest learning *something* about the CLI before using any of the dev tools.)
3)type: tar -xzf filename
where "filename" is replaced by the file's name.
4)Done. Double click the .pkg file and the installer takes over.
If this is too complicated, try getting the newest verson of Scott Anguish's OpenUp from softrak or versiontracker. It presents a GUI for these tools. (The readme is helpful when it doesn't work.)
Finally, in the future, PLEASE search the fora before asking what are likely to be simple questions. There are MANY posts answering EXACTLY what you have been asking.
Zach