It looks like you're installing from Windows, which every once in a while has some odd issues.
First, make sure the /tmp directory is writeable. You can see if it is by going to Site Info and clicking on the Directory Permissions tab. If it isn't, fix, and try to re-install normally again.
If it's correct, try installing each plugin manually. To do so, unzip the main com_jfbconnect..tar.gz file. In the /admins/packages directory, you'll find each of the plugins and module mentioned above. Simply install like normal.
I can't tell if you already tried doing that, but sounds like you may have. If so, can you tell me what the "gzip error" is?
Thanks, and good luck,
Alex