When I try run cd wireless-regdb_2009.11.25-1.tar.gz I get the following error:

bash: cd: wireless-regdb_2009.11.25-1.tar.gz: Not a directory.
You can't change directory into an archive file. You need to run the command

Code:
tar -zxvf wireless-regdb_2009.11.25-1.tar.gz
This should extract the files into the directory you're are in, perhaps it creates a folder the same name, without the ".tar.gz" extension.