I quickly got very fed up with AMP's weird naming scheme and use of GZip compression (which is not impossible but definitely irksome to unpack on RISC OS). The issue was compounded by NetSurf not converting %hex entities in URLs to proper characters, which affected most module names (any with a space in, for a start).
After downloading my first few modules, I wrote an entire helper program to claim the GZip filetype when I double-click on it. This automatically decompresses any such file using a port of gzip that I found. If it detects that the file is located beneath my AMP downloads directory, it calculates a correct, unmangled filename for the decompressed output - this consists of substituting the correct non-alphanumeric characters wherever possible, removing the "/gz" extension and removing the Amiga pre-extension (prepen-sion?). It also attempts to set the filetype to an appropriate tracker format based on the prefix (RO doesn't do filename extensions). Finally, after decompression, it deletes the original zipped file.
I still haven't figured out how to get VLC on Linux to play with them nicely. I strongly suspect a similar rigamarole is in order.