[...]
> First of all ^M is ^M (translates "hat" and "Big M"), not [CR] (or /n).
[...]
> At least vi does not see [^M] like [CR], but like [^][M] instead.

Do you mean there are '^' characters, each of them followed by a 'M'?
That sounds rather impossible, unless the original tar file you
fetched was already broken.  Do you see them even if you "cat" the
files?

> What I was doing:
> ftp gnuplot.tar.gz using BINARY mode
> unpack it using MacGsip ( there is only one mode, no binary or ASCII selection)

MacGzip has two modes, ASCII and BINARY.  At least mine does.

> zinstall resulting gnuplot.tar using Install utility

I'd rather cpin the tar.gz file then untar under NetBSD.  I don't know
why you should use the slower Installer.

ken