Am I to assume that your problem is that you don't know how to install programs, or that your computer won't let you?
1. Since you're using Redhat you have two choices. 1. download a rpm file and then type rpm -ivh somefile.rpm 2. you can download the sources to the file unpack it (tar xvzf somefile.tar.gz), enter the directory it unpacked it to (cd somedirectory), type ./configure, then type make, then type make install.
2. You're going to have to provide more info i.e. what kind of card you're trying to install. I think I have a integrated soundcard too, but specifically it's an ensoniq es171.
3. You're going to need to install some sort of video player. What kind of video would you like to watch?
4. I assume you're talking about a java virtual machine. You'll need to get the jre from Sun and then make a symbolic link to it. Here's an example of a symbolic link: Say the plugin I need for mozilla to run java was in /usr/java/jre/libsomefile.so (this is hypothetical, not specific), and I wanted to make a symbolic link to it in /usr/lib/mozilla/plugins I would type the following at the prompt:
ln -s /usr/java/jre/libsomefile.so /usr/lib/mozilla/plugins
I'm sure you'll have more questions, so keep them coming.
I hope I haven't confused you more.