I am new to linux (currently running Suse and windows on the same computer). Is there anything in linux that operates like the messenging and media programs from windows other than xine (and for dvd/video)?

Also, how do i go about installing ltmodem, a driver for my winmodem? It is a compressed file and I can extract it but to where and how do I install?

Here you can find a list of many Linux equivalents for Windows applications. You might want to take a look at it.

http://linuxshop.ru/linuxbegin/win-lin-soft-en/

About your drivers, if they are in *.tar.gz just extract them typing

$ tar -xvzf <name>.tar.gz

That will create a directory called <name>. If you type

$ cd <name>
$ ls

Then you should find a README (or something that sounds like an install guide) ...

$ cat README | more

The instructions will appear there. There should also be some documentation in the webpage where you downloaded your drivers. You should read them. They will help you a lot.