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I am running Ubuntu 9.10 and had hoped to use Synaptic to find and install Truecrypt. As Synaptic couldn't find it I downloaded it from http://truecrypt.org. In case it helps the file is called "truecrypt-6.3a-linux-x86.tar.gz".
Apart from not knowing how to get a working program from the .tar.gz file, I don't know whether the installation process sorts out where the file should go and puts it there, or whether I have to create a directory for it and put it there myself.
As a general piece of advice, .tar.gz files are, in reverse order, 'gzipped' and 'tared'.
That is, the author has taken several files and used the utility tar to make one big file out of them, and then used gzip to compress that file. To reverse this process, you would start by unzipping and then untar.
almost always, utilities and programs distributed in this way come with a 'README' file, and that file contains detailed instructions on the install
some browsers (eg, konqueror) can 'transparently' descend into files like this, so that you can double-click your way to the README and read it, without any of the messy untarring and unzipping (if you wish)
EricTRA is almost certainly correct in his comments
Often, you have only not found the program with your package manager, because you have not enabled some additional repositories. I do not know Ubuntu 9.10, but I'm almost certain that a google (or other) search for 'additional repositories Ubuntu 9.10' will turn up a tutorial or something with further information
Here there is a tutorial for an earlier version of Ubuntu.
With regard to what you have already, it looks as if that is a combined install script, set of licenses and binary program and that you have successfully extracted it from the .tar.gz file. My guess is that if you execute it, it will go into an installer, but I could be horribly mistaken...
I just downloaded the file truecrypt-6.3a-linux-x86.tar.gz from the http://truecrypt.org. Running the following command in a terminal got the program installed without any errors. Commands are to be executed in the directory where you downloaded the file of course.
tar xvzf truecrypt-6.3a-linux-x86.tar.gz
chmod +x truecrypt-6.3a-setup-x86
The first command extracts the contents of the tar.gz package. The second one sets execution permissions on the setup file and the third command launches the installer. It's very straightforward and after accepting the license in very little time it's installed.
I assume it needs an X environment because I installed it on a test server which runs Debian but when trying to run
I got errors referring to shared libraries that appear to belong to an X environment. If you encounter those errors too if you run a GUI, then we can take it from there to solve the problem(s).