what do u want to install? there are various ways to install prgrms. what format does the file have? is it compressed maybe? give us some details, plz.
for whatever u want to install itīs important that you have permissions to write in the specified directory. u can write into /usr/.. usually logged in as root. or type 'chmod 0777 /path/to /ur/dir' into bash logged in as root. by that you allow any user to write in that directory.
good luck, jens