[R] R installation - WINDOWS - problem

[N. Goodacre]

Dear R mailing group,

 I am having extreme - and mysterious - trouble installing R. I tried 
simply dl ing R-2.3.1.tar.gz, and unzipping it, but after doing so, nowhere 
could I find a file called R-2.3.1.exe. I did however find an 
R-2.3.1.exe.manifest.

 I therefore tried the command line installation command - given in 
R-admin.pdf. This command is: tar zxvf R-2.3.1.tgz

This is strange because the file I dl'ed was a .tar.gz. I tried this line 
as well as: tar zxvf R-2.3.1.tar.gz. The command was not recognized.

 Can anyone help me with this trange problem?

 Sincerely,

Norman Goodacre