tar: Invalid tar magic

[yh at bizmail.com.au]

Hi,

I downloaded a gzip file from a window machine to an ARM system which 
running busybox. Then I've got following error after running tar -zxf 
config.tar.gz on ARM system. I've also tried to run the same file "tar 
-zxf config.tar.gz" on my linux box (FC5), there was no error at all. 
Could anyone explain what was wrong with the busybox command?

tar: Invalid tar magic

Thank you.

Jim