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What is the correct way to install something in Slackware?
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The correct way is to install a package. The package system in Slackware is designed so that software can be installed correctly according to Slackware conventions and so that software can be be cleanly uninstalled without affecting the operation of other installed software.
Packages can be be supplied as precompiled binaries with an appropriate install script or can be built from source code using so-called SlackBuild scripts. There is also src2pkg, a third-party tool written by gnashley, for compiling and building Slackware packages directly from source code.
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Are there any other desktop environments available other than the ones in the install DVD?
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Yes. You can find many other desktop environments that can be used with Slackware at
http://www.slackbuilds.org/repository/14.1/desktop/ e.g. awesome, dwm, i3, icewm, ion, lxde, openbox, ratpoison, razorqt
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What material should I read to be more familiar with Slackware?
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If you are reading the SlackBook and viewing
http://docs.slackware.com/ then you are using the primary references. You can also find information at
http://slackwiki.com/
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Should I re-install from scratch (since I don't really want to use KDE or XCFE)?
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No, there is no need to reinstall from scratch. My recommendation would be keep KDE and XFCE unless you have some pressing need to remove them apart from aesthetics. You do not have to use them. All they will do is take some disk space. There are some KDE applications that are best of breed (e.g. k3b, okteta) that you can use in other desktop environments.
If you really must uninstall, then remove the packages in the /kde and /kdei as well as /xfce series.
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Will using proprietary drivers improve performance in any way?
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I always use the proprietary driver from nVidia for my computers with nVidia GPUs. For my purposes the nouveau driver is also acceptable, but it stands to reason that the the company that produces the products will have the best knowledge and software to maximize the performance.