There are several, depending on what you want.  There is a DOS based
UNTGZ program which can untar and ungzip an archive at the same time.
There is the shareware WinZip program for Windows.  Personally, I just
use the standard free GNU GZip 1.2.4 program.  In spite of Microsoft's
best efforts, I still prefer a command line for most things.

Personally, though, I prefer the InfoZip/PKZip archives.  You can do
multiple files, where as gzip can't.  And you can go ahead and force it
to attempt to uncompress a damaged archive, possibly recovering at least
some information.  And Infozip is nearly as wide spread (if not more so)
as Gzip, so there is no loss in accessability.

Carey E Bloodworth