The other day I had to install an old 8.1 version of Tuxedo on a RHEL 4 machine and I ran into a problem after I tried to run the install.sh script. It was reporting that the included VM could not be uncompressed.
Since this machine was brand new it turned out the the /usr/bin/uncompress utility was not there. The Tuxedo installer needs this utility to uncompress the setup files. It typically is located in the /usr/bin directory, and this path should be included in your PATH variables.
In my case there was no /usr/bin in the path and there was no uncompress utility. There are various RPMs that will install an uncompress utility, however it is actually pretty old now and has been replaced with gzip. So I added the path to my path variable and since I actually had gunzip already on the machine in /usr/bin, I created a symbolic link to gunzip for uncompress:
ln -s gunzip uncompress
I re-executed the install.sh script again and the install worked without a problem.