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Distribution: Slackware, Windows, FreeBSD, OpenBSD, Mac OS X
hi spykid, welcome to lq. that said, you should look at your package manager, those are the development packages, and will most likely be found on your install cd's. you should also look into the rpm's for those apps, as rpm's are the redhat package management tools. you may run into dependancy problems, so do a search for info on yum, and apt.
Distribution: RedHat (RHEL, FC, CentOS), openSuSE, Mac OS X
The best place to start is by exploring the CD you got linux on. Browse the directories and keep in mind that files with the extension .rpm are your friend (they contain software). Installing software is not that simple (well it is, but it takes some getting used to because it is not just a point and click thing).
to install software the easiest way is to rpm -ivh <nameofthefile> though kpackage (a graphic tool) may also be good for you (NOTE it comes with KDE, similar stuff exists for gnome, just google about a little).
Note also that CD's outdate and the web holds the most current versions (which may or may not be lower in bug content than what you have, but probably higher in feature content).
with Redhat and RPMs you will find dependency warning / errors when you install software. Google the files that it throws at you as missing, to learn to resolve them (this will become second nature) and you will find that there are sites that allow you to search the contents of RPM files so you can resolve those dependencies. There are also tools which will do this for you, such as apt-get (which i am told will work with rpm files)