Installing software in Linux is not so straightforward as in Windows. If you are using KDE, right click the tar.gz or tar.bz2 file and choose extract -> extract here. When the archive is unpacked you will see a new folder with the name of the software you're installing. Go into that directory by double clicking and press F4 on your keyboard. A console will pop up. In the console write:
It's important this process is completed successfully, if not look at the last line what's missing ad install the missing program. When this completed successfully type:
This also has to end successfully. Then type:
It will prompt for a password, write your root password (You set it when you installed Linux). Then type:
Now your software is installed. To use it, type exit and type the name of the program you installed.