First to clear up a bit about different package formats
Debian / Ubuntu etc. Use .deb Files
RedHat / Fedora / Mandriva / Suse / many others use RPM (.rpm) files
tar / tar.gz / tgz / tar.bz2 files can be used across different distros. These are often generic, uncompiled programs that need to be compiled and installed, although some do include their own installer which is run after extracting the files from the archive.
The .deb / .rpm files contain the program files, but also have information on dependencies and any scripts that need running before or after installation. These may be system specific so it's always best to get the correct package, designed for the system you are using.
The alternative is to use the tar file, but this often needs to be compiled manually, which may require other software / libraries installed on your machine.
If possible always use an appropriate package created for your distribution.
The alien command can be used to convert between the different package formats, but you are far better off trying to get the correct package for your distribution.
A correct package will handle all the dependencies correctly and has been tested for your distribution, whereas using a package that has been converted may end up not working due to failed dependencies.
If you are determined to install a debian package onto a RPM based system then you can download the alien program:
You will also need to get hold of the dpkg commands etc.
Once it is all installed you can then use:
alien --to-rpm package.deb
then install it using your normal add/remove programs
alien -i --to-rpm package.deb
to perform this in a single step.
If I haven't convinced you already this is not recommended. It is far safer (if possible) to get either a RPM package designed for your system, or a generic tar archive.