jacatone: just download it and save it in your home direcotry or desktop or somewhere you know where it is. you don't want to install it there, though. you'll want to install it somewhere like /usr/lib directory. make a directory in there called firefox. In console, type (as root):
then move the .tar.gz file in there using the mv or cp command. you'll have to be root and you'll have to be in the directory where you originally saved it.
mv firefox.tar.gz /usr/lib/firefox.tar.gz
then (as root) cd to where you put it:
and do this:
tar xzvf firefox.tar.gz
you should see it extract and make a folder like "firefox-installer" or something
the last command will start the installation process and bring up an installation window just like you see when you install firefox with winxp.
of course you could just use Easy URPMI
to install it. That's pretty simple, too.