Interesting. In Firefox, I get .tgz, in IE, I get .gz. Not sure what's happening there, but both files appear to be the same (same file size), sans the name.
Either way, you should be able to pull it directly to your unraid server with:
wget -P /boot/package http://repository.slacky.eu/slackware-12.1/utilities/socat/1.7.0.0/socat-1.7.0.0-i486-2bj.tgz
If you can, remove the entries from your go file, restart your unraid server and try installing socat/unarid again from telnet.