It would be better to provide directions for how to decompress and flash the .xz image, like so:
- Download a copy of 7zip from: http://www.7-zip.org/download.html .
- Install 7zip.
- Download your desired USB disk image from the FreeNAS site. FreeNAS USB images have the .xz extension.
- Download LiveUSBInstall from: http://live.learnfree.eu/download .
- Put a USB key fob into your Windows machine. It should be at least 4GB.
- Extract the .xz image with 7zip.
- Run LiveUSBInstall.
- Choose the "IMG Write" Mode.
- Press ok to pass the warning prompt.
- In the "IMG File" box, select the image extracted in step 6.
- Select the drive letter in "Install to" corresponding to your USB thumb drive.
- Press ok.