How to deal with ".gz" files ...

I use the public domain utility gzip to compress large files (typically, pdf or postscript files of lecture notes, research reports, exercises, etc). Such a file can be recognized because its name ends with a ".gz", as in the example below.
 filename.ps.gz
You can deal with such a file in various ways, depending on which operating system you are using.

If you work on the Warwick University unix system then gzip is already available. Download the file and decompress it using the command gzip -d filename.ps or alternatively gunzip filename.ps (making the obvious change to the filename!).

If you use your own Windows PC then it is possible to download utilities which will decompress ".gz" files. One possibility (which I have not tried out) is Aladdin Expander 2.0 for Windows at http://www.aladdinsys.com/expander/index.html#win. Another possibility (which I have used and which works well for me): PowerArchiver.