Hi Ice Dragon!
Usually, when a dependency is met, the package required ends with -devel. For example, if you are asked about XFree package when installing something, most likely, xfree86xxx-devel is the package you need to install.
However, you will not have much luck compiling things in Redhat/Fedora. It's just best to use rpm's for those distributions.
A wise way to install things in Redhat/Fedora is by either yum or apt-get. I've never used yum, but apt-get was great. Let's say you wish to install mplayer.... All you gonna do is to type, on the terminal, as root:
apt-get install mplayer
That's it!. Apt will connect to a server, download all packages and dependencies and install it for you. That simple
Here is a FAQ for Fedora that might help you: