At the moment of writing this the archived file provided at the download via torrents (probably direct download also, did not try it yet) for Shank2 for Linux is corrupted. There is no way I could find to extract it.

Here is a thread about this on the official Klai forums. I hope it will be fixed.
http://forums.kleientertainment.com/...nk-2-for-Linux

PS: Trying to download from the site, maybe that file is good.