First, try to list the files in the tar.
tar tvf mysql-connector-java-5.1.29.tar.gz
Then you can find that your file is located inside a directory in the tar
mysql-connector-java-5.1.29/mysql-connector-java-5.1.29-bin.jar
So to extract that file, you should use
tar zxvf mysql-connector-java-5.1.29.tar.gz mysql-connector-java-5.1.29/mysql-connector-java-5.1.29-bin.jar