Sure, and thanks for the help.
1) What did you click to download it? Can you provide the URL?
2) What operating system environment are you using?
Windows and IE to download it and then copied it to an Ubuntu machine.
3) Did your system possibly rename it?
I've never seen that before if it did.
4) Did you try decompressing or detarring the file to see whether you got any errors?
Nope, tried to gunzip and pipe it to tar. "tar xzf joshua-4.0.gz" worked. Thanks! Looks like it's just a naming issue.
5) Can you tell us what the UNIX "file" command reports when you run it on the file?
joshua-4.0.gz: gzip compressed data, from Unix, last modified: Tue Jul 3 18:19:51 2012
Thanks again. Off to train some English-Dari models.