Having downloaded your Cedega tgz file to your home directory, open a console window and,
Code:
su
<YOUR ROOT PASSWORD>
pkgtool
Then select INSTALL PACKAGES FROM CURRENT DIRECTORY and follow the prompts.
On some slack boxes I have to use the 'small' P2P files but on others I have to use the full copy. Just try the other one of you get any grief after your Cedega install.