GZ - Gnu Zipped Archive is includes a collection of many different files that are all compressed. When you see this type of format, you will know that it is mostly used on Unix operating systems. It is only used for the compression of different files. Even if you have Windows, or Mac, you will be able to use the type of format on your system because it is recognized. It is very similar to .Zip files as well but they are the opposite from ZIP compression files. Certain files must be decompressed first before you can use this format. The other formats may include .tar or even .tgz. GNU is definitely worth having installed on your system for great use.