Personally, i would get yourself a good copy of slackware. Don't be tempted by rpm's and install packages. The only way to learn is to jump right in and get your hands on it. RPM's will only lead to problems. You'll not know where your files are located, and you'll have no idea about what makes said program tick.
Most programs have instructions for installation nowadays, usually on the site you downloaded from. Your first job, look up TAR, GZIP, BUNZIP2, And ./configure, make, make install.