I had the same question. And after messing around a little bit I seemed to get it. I don't know if your situation is anything like mine, but I am running splunk on a linux server. I used firefox to download the app from splunk base, then moved the .tgz file to SPLUNK_HOME/opt/splunk/etc/apps. I then used the command tar vxzf (app). After that I restarted Splunk and it worked. Looking back I should have just use the tar command first and then moved the FISMA folder to the apps directory.
