I agree with dalin: .tgz should be the same as .tar.gz -- though in Linux the suffix is not mandatory, you can name a file with any extension you want, as long as you know what the file is and treat it properly. I can rename a file foo.tar.gz to foo.txt -- though it is not a text file, and I can not open it with a text editor. But actually nothing changes, I can still decompress it with tar -zxf foo.txt.
However some other applications use these suffix extensions. I do not know what a ``file roller'' excatly is, but I am assuming it use some MIME type. It may not be able to recognize .tgz suffix because the related MIME type say nothing to this suffix. So the solution should be: fix your application.