I just find tar, unzip, bunzip2, 7z, unrar, gunzip, all do not work for bz2 files.
Is there a simple method to do that?
Or where can I download a rpm file to install?
bunzip2 should work flawlessly, as should the -j option to tar. If they don't, you're doing something wrong, and should post the command line plus the error message.
If in doubt, run file on the archive to make sure it actually is compressed in bz2 format (and not just named like that).