In the menu, click on "Add/Remove Software" (that's pirut). You'll be asked for root password; give it. Look through the lists or search for the program you want. Dependencies will be added automatically.
When you want to add applications that are not in the repositories, you can add repositories. There is a good installation guide that tells you how here -- http://stanton-finley.net/fedora_cor...ion_notes.html
You should always take great care in adding repositories. Sometimes the repositories conflict with each other.
When you want to download a package from the web and install it with yum, make sure the rpm file was packaged for Fedora. Those that were packaged for Mandriva and its derivatives may cause you problems and/or yield errors.