What is a .tgz file ?

[cupboy]

I'd like to install PECL on a windows system.

Have no idea what these .tgz files are and windows doesn't know either.

Anyone have some step-by-step instructions (preferably for dummies) on how to install PECL. I mainly want to use the HTTP extension.

[devinemke]

tar (file format)

[bradgrafelman]

Since you're using Windows, a good program I'd recommend would be WinRar - it can read many archive formats, including compressed tarballs.