For Windows, you can also download the LZMA SDK (link from pointp : http://www.7-zip.org/sdk.html ), containing the command line tool called LZMA.exe.

Run this command line tool to uncompress the .lzma file (command is like "lzma.exe d yourfile.tar.lzma yourfile.tar") and you will get a .tar file.

i do have their 7-zip installed and everytime i try to unzip it it says "...is not a supported archive"
so im not sure what gives

i am on windows
and this is for the lm_alpha#1-7_0_2100x8000000_all.rt.lzma
i forget where i got it but it doesnt seem to be working

That's right, the Windows client didn't work for me too. But I have a FreeBSD file server which I used to extract them (there's the script from).

lemon is on the ball - you do need the LZMA SDK (as opposed to just 7zip), and it does contain a windows binary extractor, so you don't have to compile anything.