Welcome to linux.
Most of what you have done on windows is similar to what you will
be doing, but it will be different enough to give you pause. Be patient
eventually it will become second nature.
One thing to note that when you post questions sometimes you
will get a negative response. Ignore them, yes you can google answers
and hunt and peck through the pages. But if you don't have a clue
on what to look for. Keep asking be polite and ignore the trolls.
Do try and search for an answer first as best you can. Then when you post, type a quick note on what you did to search. It shows that you
are trying. I speak from expierence here. I have been flamed.
Anyway on to your problem:
Most versions of linux now have a installation application.
Look for it and play with that first. It should give you
a better install, any dependancies etc.
As far as I can tell the Version of Linux on your box should
be Linpus Lite. I may be wrong though.
Linpus is a version of Linux that is based I think on Red Hat.
So where looking for help using Linpus fails you look for solutions
If you can't install it via a GUI this may help
I found that via google by typing linpus and vlc.
Eventually I found a post that had someone saying they got it installed.
And the basic Redhat fedora install instructions:
If I am right and you are using Linpus most if not all of your install
files will be something.rpm "Redhat Package Manager" this is like
setup.exe's in your windows environment.