I had the same problem... the download is trying to save it as a .tar file... be sure and save it as a .tgz file when you save it in the download. Winzip will then open it properly into a tar file and then unpack it after you've saved it to your computer.
Just a reminder this is for servers tht you are able to install perl modules on, either a dedicated server or a shared one a host doesn't mind installing perl modules for you.
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