Anyone, how can I install a downloaded file?

Here are the filenames I download:

gtk-splitter-0.9a.tar
HID_fsbench.rar
j2sdk-1_3_1_02-linux-i386.bin
kmemmon-0.2.tgz

All of this files, when I view this in Linux, all their extension names are all ended 
with asterisk (*) eg. gtk-splitter-0.9a.tar*.  

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