tar.gz --> RPM
 

Can somebody please show me how I can convert tar.gz files into RPMs?

You don't. Try

$ tar -zx filename.tgz
$ cd filename
$ less README*

It'll probably tell you to do
$ make install
Or some such.

Try checkinstall. When you get to the "make install" part of the install process, use checkinstall instead and it will package everything up for you.