.tar (or .tar.bz2 / .tar.gz ) is Just Like zip Archives.
Digit Mostly Gives Sources rather than Binaries.. So You Have to Build them Yourself.
Somtimes it Gives RPMs, They are Used only for Red-Hat Based Distros, (well, you _can_ convert them using " alien " )
Ubuntu is Debian Based so it Contains apt-get's _Power_..
so to Install Beep-Media-Player ( Same as XMMS, but Much Better)..
type " sudo apt-get install beep-media-player "..
It Downloads it From the Repository and Installs it.. (make Sure You Have Enabled Universe and Multiverse Repos)
Or Better Install amaroK, its the Best Audio Player in Linux..
See this:
http://easylinux.info/wiki/Ubuntu , It Contains some Basic How-tos..