I'm probably not the best person to explain it, but up until 2 days ago I was completely new to gentoo.
The package manager is one of the central things to a Gentoo system. It's similar to apt-get from Debian.
There's no need to go to sites to download any files, nearly all of it is taken care of automatically.
It uses a similar process to what you would do to manually compile software, that is to download the source, configure, make and then make install.
The package manager is called emerge and it does all this automatically. For example if you want to install Mozilla Firefox you do this:
and a while later you'll be able to run it.
And it's not like tools such as swaret or slapt-get (if your familiar with those?). The Gentoo Portage has a very large amount of apps. Check out http://packages.gentoo.org/categories/
for the list, it's huge!
Of course one of the great things about this is that if you've set your make.conf file correctly you can get a lot of speed improvements.
I've only been using gentoo for about a day (the other day was compiling after chroot in Slackware) and I'm beginning to see some speed improvements, Firefox is definatedly more responsive than i've seen it before.
If your fed-up of downloading and installing (plus hunting down dependancies - damn that was a nightmare with RPMs) then Gentoo is definatedly a distro to consider.