I can think of three programs off the top of my head:
1: BZip2
2: WinRAR
3: 7-Zip
However it's pretty rare to find a bz2 file in Windows land, so make sure you didn't accidentally download something for Linux.
I cant find any program on yahoo search that doesnt require me to fill in abunch of stuff, the rest have broken pages.

Chowhound
Comic Vine
GameFAQs
GameSpot
Giant Bomb
TechRepublic