to install from the "shell thingy" (it's good practise
Open a terminal / command shell
su to root ( type "su" <press enter> type "the_root_password" <press enter>)
As root, type:
rpm -ivh whatever_it's_called.rpm
The rpm should install, assuming it has no dependencies. If there are any additional file it requires it will usually tell you.
If you do need extra files for it to work, take note of what they are and use urpmi
( type "man urpmi" for more info).
Damn, beaten to the post by Mara - teach me to make coffee.