Well, I was going to make a point about descriptive thread titles, so those who can answer, will (usually), but acid_kewpie has already done that.
How much of a newbie are you ? cos it may be worth your while, downloading/installing mandrake to start with - Personally, I found deadrat to be a little too "business/commerce" for my liking and I feel that as Mandrake is more of a desktop/n00b type distro, it maybe easier to start with - plus there's absolutely shitloads of support both here at LQ and here
(which is mandrake specific).
Anyway, as you are using redhat, then why not just try easier install stuff first. By that, I mean that a lot of app's will come as an RPM package - that's redhat package manager package - but you need to check any notes that come with an rpm as both SuSE and Mandrake are RPM based distributions, and some rpm's are distribution specific.
All you have to do with an rpm is click on it (could be single or double if nothing happens when you single click) - when the package manager opens, you might have to highlight the package name and then hit install (well that's what I have to do with my mandrake instal).
from there, it's mostly straight forward, though occasionally you might have to hunt around your system to find where it's been installed.
And as has already been mentioned, ogg vorbis is an audio format. A good and easy place to try it from would be http://www.virginradio.co.uk
cos they run an "ogg stream". You just follow the links for listen now, then select which ever stream is most suitable, i.e. whether you have broadband or not - this should download a small file into your home directory - you open xmms (multimedia player), there's a little white radio button with PL next to it, click that, when the playlist box opens, there's a button on the bottom right with "load playlist", click that, and a dialogue window should open in at your home dir, the file will be called something like "live.pls", click that so it appears in the bottom line, followed by ok, then you should get something in the actual xmms playlist box, high light that, then just press play on the xmms player. And bingo, streaming virgin radio.
It should take you longer to read this than to try the above example, and that would normally include the download of the live.pls file and when the player is "buffering".