I have two computers running with Mandrake linux 10 and I would like to know in which directory I should install software i.e. firefox or thunderbird.

I mean, I could install it under /var or /user, but what is the best place to install it to.

In Windows you've got something calles program files. Does Linux have something like that?

Of couse, but should this be done by the package manger itself ?

For tar balls the is the following recommendation (short form):
/sbin = important programms to boot and only for root
/bin = usual programms like "ls"
/opt = as it says optional programms, not required for run the system
often also /usr/local/bin/

And your /home, if it is just for you.

If you can, use a package manager like rpm, they can check the if other required packages are there and match (right version). You can remove a package easily and check later if it's been changed.