Are you using Windows? If so, you can easily untar the data with something like WinRAR. If you're on Mac or Linux, the tar -xvf <filename> command will do the trick as well. Alternatively, they have
another repository where you can request untarred files
If you don't want to even deal with that, NCDC has their own
Java viewer that will allow you to visualize your files without need to uncompress them. All you have to do is make your request, and when it's finished (you'll get an email) you just type in your order number and it brings it up for you.
Edit: It's also possible that they have been a little slow in updating the archive. This happened to me last semester when I was working on a project for one of my classes and I was not able to get data from a severe storm event.