Where did you extract the .tar.gz? and How?

The .tar.gz package must be extracted in a ext3 partition, for example /home/user .

If you have problems running romcnv, you can download the _src.tar.gz, inside you will find romcnv source code and a windows build, then you can compile it on a linux pc and run romcnv on the pc, or execute romcnv.exe on a windows box, and finally copy the cache files in your device...