ok well with a bin file you have to make it a executable...do so by:
chmod +x j2re....._.bin
(you can type the rest of the name
then you run it by :
(again type the name)
and after you install java, you have to add it to your path..
as of rpms you don't really compile them perse....when you have an rpm you type as root to install it:
rpm -ivh filename.rpm
as of your music...what kinda cd is it? a regular audio cd, or is it full of mp3s? does your soundcard work?