Linux uses an utility called uncompress to decompress *.Z files, however, it is not always installed by default. It should appear in the /usr/bin folder as uncompress. If it is not there, you can install the uncompress RPM, or you can use the gunzip program to uncompress the files by make a symbolic link.
ln -s gunzip uncompress
You might also want to make sure you have enough temporary space to uncompress the files.