Since you are so new to Linux (it sounds like you might be), I would recommend sticking with prepackaged applications that you can install using the "rpm" command. RPM files are pre-packaged, already compiled programs that you generally install by issuing this command in a terminal session:
rpm --install nameofapp.rpm
You must do this as root. To become root, inside a terminal session, enter the "su" command followed by root's password when asked for it.
The other way to install software is by downloading the source, compiling it, and then installing it. Most programs you download with the *.tar.gz extensions are examples of programs you must compile yourself. While most times it is pretty easy to do, there are a number of programs that can be kind of tricky to do it this way.
Also realize that regardless of the way you use to install new programs, a lot of F/OSS rely on other software and there can often be program dependencies that you may need to resolve. Some of the better websites will actually tell you what other programs you need installed before you can install the main one that you want.