Please, can you help me find what's wrong with my tar file? I am using the tar Linux terminal command I get an error message:Tar: Error Is Not Recoverable: Exiting Now

When I try to untar this file I get these errors:?

Sample Command:
tar xzf nagios-3.0.2.tar.gz

Command Respose
tar: nagios-3.0.2.tar.gz: Cannot open: No such file or directory
tar: Error is not recoverable: exiting now
tar: Child returned status 2
tar: Error exit delayed from previous errors

What can I do?

[UPDATE] THANK YOU!!! Thanks vaibhav. Your command was correct. It worked.