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Once file of interest is retrieved (eg shape200402.tar.gz ),
do the following:

IN A UNIX ENVIROMNENT:

1) gunzip shape200402.tar.gz
2) tar xf shape200402

You will now have a bunch of files with the following naming conventions:

   PPPPNN.shp
   PPPPNN.dbf
   PPPPNN.shx

Where PPPP = 4 character forecast parameter
              [ pabv = probability of above normal prcp
                pblw = probability of below normal prcp
                tabv = probability of above normal temp
                tblw = probability of below normal temp ]
         NN = lead number
              [ 01 = lead 01 (forecast for Mar-Apr-May issued in Feb)
                02 = lead 02 (forecast for Apr-May-Jun issued in Feb)
                 .
                 .
                 .
                13 = lead 13 (fcst for Mar-Apr-May 2005 issuen in Feb)
                NOTE: lead 14 is actually the monthly forecast...for
                example the fcst for March issued in Feb...this is
                counterintuitive)]