Tar archive not extracting symbolic links

Hi, 

im having an issue with decompressing a Tgz file https://www.openssl.org/source/openssl-1.0.1g.tar.gz.

It has plenty of file links in there for example:

openssl-1.0.1g\apps\md4.c

and basically whole of 'openssl-1.0.1g\include\openss\' folder.

After extracting i need to have 2361 files insted i have 2303 files.

Any ideas how i can fix it so those links r extracted also.