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Introduction to Linux - A Hands on Guide
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...And you probably already know this, but just in case...
Many (most) things you have to actually install as the root user. Enter "su" on the command line to change to root user; you'll be prompted for the root password. Or in one of the alternate consoles you can log in as root. But be careful--if you're tired or distracted, wait till another time. If you're logged in as root, it's too easy to destroy a lot of things you didn't mean to, or to lock yourself out of your own system. It's happened to me and just about everybody at one time or another, I imagine.
But if you pay attention and think about what you're doing it'll be fine. Just don't operate as root any longer than you have to. That's the safest.