A Plea for computer help

If anyone out there is a software guru, I need serious help. I have database back-up that is compressed with gzip. I, for the life of me, can not figure out how to uncompress it. I found what I thought was the program to do that but nothing happens. If anyone knows anything about this and can help an idiot through this please contact me soon. My other blog is completely not working at all because of this. Any help would be greatly appreciated.