RPM comes from Redhat Package Manager, and a .rpm package is a package that is installed using the program rpm. If your kernel didn't have support for your card (whatever 'tun' is), you couldn't just install some 'tun rpm', but needed to either install a kernel version that supported it or configure and compile one yourself. In this case, however, the kernel does have what you probably ask for:
lsmod | grep tun
'modprobe' is a command that can install/'attach' modules to your running kernel. In this case you tried to install a module called 'tun' to your running kernel, and if the latter 'lsmod' command produced output, it succeeded, so no problem there if you know this 'tun' is the right module.
What kind of device is this you are trying to get working? An ethernet card, maybe? In that case try 'eth' instead of 'tun', i.e. if you already have a regular ethernet card called eth0, try
ifconfig eth1 10.0.0.1 netmask 255.255.255.0
I'm not sure if I have ever seen a device called 'tun0' or any other number, but it could just be me..anyway, if you can, tell a bit more about this device you're trying to get working, it might help.