Maybe trivial for some, but I was scratching my head as I followed the directions implicitly...
$ tar -xvzf MediaServerStudio*.tar.gz
$ cd MediaServerStudio*
$ tar -xvzf SDK*.tar.gz
$ cd SDK*
you need to cd SLES or CentOS directory depending on your build, in order to decompress the install scripts in the next step
$ tar -xvzf install_scripts*.tar.gz