If you want to quickly solve this, do like this:

import urllib
import tarfile

tarfile.open(urllib.urlretrieve('http://plugins.supybot-fr.tk/GoodFrench.tar')[0], mode='r:') # Works

The problem is tarfile is expecting a "file-object" with a tell method for seeking, whereas urllib2 returns a file-like object, which does have a tell method. It seems to not have because, the underlying socket._fileobject is not exposing one (for whatever reason). Let me try to figure out reason for fixing/closing this bug.
(BTW, http module is relying on .tell() of the socket._fileobject too and I wonder it did not get noticed earlier because the has not taken that path yet? Strange!)