lzma not in gzip format

[Neal Kelshaw]

I am trying to install gcc 4.2 c compiler on my webfusion vps account, i386 , OS is Linux 2.6.18-028stab089.1
i have used the 4.2.4.orig.tar.gz and unzipped this
the tar.gz file unzips to a tar.lzma extension file.
There is no installation documentation I can find that I can read on windows office.
The specific problem is (not having any installation documentation) is how do I actually install C Compiler?
When I try tar -zxvf this .lzma extension file I get the error as follows:
gzip: stdin: not in gzip format
tar: Child returned status 1
tar: error exit delayed from previous errors