Tar is actually pretty easy. I see you are using Ubuntu, I tend to like to use the given distribution's package manager but sometimes a tarball is the only way.
To do a tar ball, first download a tarball. They come in either tar.gz or tar.bz2 format. There is very little difference.
1: Open up the command prompt and navigate to the directory that you downloaded the tarball to, in most cases it is /home/yourusername.
2: Issue this command: tar -xzvf filename.tar.gz
If it is a tar.bz2 file it will be tar -xvjf filename.tar.bz2
3: change into the newly unpacked directory with cd directoryname
4: Read the readme which will tell you how to proceed. Generally however it is
This web site offers a detailed walk through: