Just run the RPM you downloaded
in the GUI got to Packages this will install it for you OR!!
in the terminal screen type
rpm -Uvh samba-2.2.6-1.i386.rpm
P.S if its the tar file W....ell theres more to that than I want to type out
unpack the tar ball run ./configure then type >"make", then, "make install" of course exclude the "quotes