I find the Windows shareware and nagware tools for Gzip and Bzip2 files lacking. Some of it is adding unnecessary clutter to my OS. Part of it is compatibility with 64-bit Windows Server 2003. I also do not want to pay for a feature that I rarely use. Since I run Cygwin, it is easy enough to drop into the Bash shell to unzip and untar.
Copy the file to the Cygwin home folder (C:\cygwin\home\Administrator). Then start Cygwin and run the commands to unzip and untar. Extract (x) with the verbose details (v) from a file (f). Use the j switch for Bzip2 (.bz2) and the z switch for Gzip (.gz).
$ tar xvfj file.tar.bz2
$ tar xvfz file.tar.gz
The expanded files will then be in a folder called C:\cygwin\home\Administrator\file.