Yes. Programs are installed in root. You don't need to be logged in as root to install them, though. In your regular user, if you open a terminal (Administer your system -> Open a terminal simulator) or something like that, you can type
you will be asked for the root password. After that, you will be able to type any command as root, including make install or rpm -ivh yourfile (which are the ways to install your software)
Hope this helped you a bit
And, if you still want to login as root... what I did when I used mandrake was to press Ctrl + F1 , then login as root and then I typed
And I think that's it. However, I only did it for test purposes. Running a graphical environment as root is very dangerous, for any malicious user could gain access to your computer and do anything he wants. If you are not sure about what to do and what not to do, you could cause trouble to yourself, too, deleting things you might not want to, etc.