If you have a plan to build the binary by yourself, just download hadoop-2.6.0-src.tar.gz, extract and build. If you use windows and need executable files, download hadoop-2.6.0.tar.gz and extract it. It should contain binary files which can run on windows. *.mds files are checksums.
would you like to update me why you are downloading and what will be the purpose? if you are going to install hadoop then please review my blog which contains just one click to update everything on your system!
Ubuntu is a distro of linux centos. I presume you are using Linux. First thing to do is to download (just click on it). As download finishes it will ask you to open (auto) the tar.gz (compresed tar ball).
If it refuses to open, use gzip in a console. Use su (super user, root) or sudo (interactive su) to open it in a console window. Must open it on a directory you own. Should you need to own something you must use chown command. Should it refuse to run, use chmod command. This is the fun of using linux. chown is not the same as CHOWN, always use lowercase. Procedures are a bit overwhelming at the beginning.
I should have read your question before I answered. In windows platforms the most favorites are rar, zip and seven (7) and many other flavors. In linux is simpler, usually gz (gnu zip) and seldom rar- (it comes "rared"). The differences are very small and you can see they all give about the same rate of compression. The algorithms are different so sometimes linux "file manager" (automated extractor) does not recognize rar, (you get to instal it) not so difficult. .You may think why so many flavors. Well, in case google gives you a "stop buddy" (to send exe files) you can compress it with seven, and it passes by. In summary it is good to try new packers (they are a card on your sleeve). Guys with bulky sleeves are improperly called hackers.