I think his disrto of choice is BestLinux 2k, although I've never heard of it. You're going to need to find out how it installs packages, whether it uses RPM's, DEB's, TGZ's, or tarballs (*.tar.gz / *.tar.bz2).
Regardless of the distro, if you have development packages installed, you should be able to compile tarballs. Type this at a command prompt
If it presents this message
gcc: no input files
you have development programs installed and shoud be able to compile tarballs, in which case, use this