I am using Mandrake 9.2 Download Version
I downloaded Gzip from the internet.
I looked it up on google and all of the instructions say the same thing.
When I type them in it does no good. I assume I have to substitute the "prefix" with some sort of directory... or maybe i dont know what i am talking about... here is what i found on google
./configure --prefix=/usr
when i type that in it says
bash: ./configure: No such file or directory

this is where it is saved...
tar:/home/kaz/Documents/gzip-1.3.3.tar.gz/

could someone tell me what I have to type at the command line?
do i need to login to "root" if so how do i do it from Konsole?

I think you have troubles here. I bought Mandrake 9.2 download edition some while ago and discovered after much struggle that it contains none, repeat NONE of the very many development programs you need for installing programs from source, ie those with suffixes like .tar.gz or .tar.bz2. You will need to stick to installing programs with the suffix .rpm which are designed for easy installation on the likes of mandrake. I got so fed up with the situation that I changed to Slackware.

The .tar.gz package is compressed and needs to be uncompressed with Gzip - Catch-22 if you cannot get Gzip installed! I suggest you either stick to rpms or change distribution. Anyone else got more constructive advice?