for the RPM, RedHat has some sort of package manager, but I disremember the name, redcarpet? If all else fails, open a terminal (konsole) and go to the directory the file is in and type: rpm -i packagename.rpm
replace packagename with the real name of the package and it should install
for the tar.gz you type:
tar zxvf packagename.tar.gz
this will probably create a directory with the same name without the .tar.gz extension.
cd into that directory and type:
./configure && make install
and it should install