It’s easy to decompress a file compressed that was compressed within Web-FTP after downloading multiple files.

For PCs: When Web-FTP tars all the files, you can decompress using this free third-party application:
http://www.zipgenius.com
click the “Get ZipGenius” link and then the download graphic next to “Direct download from this server”

For Macs: Most Macs have built-in software (Archive Utility)  that will decompress a tar file by simply double-clicking it.