Joined: 26 Oct 2005
A .bz2 is just a compressed archive file (much like a zip) and all the popular decompression tools can open it just fine.
It is quite a common format for distributing these sort of applications.
Assuming your using Windows most of the popular free archive tools will open the file without any problem at all. Something like http://www.7-zip.org/ should help as you will no doubt find other Caanoo packages in BZip2 archives.