I think you are confused, you're either using Mandrake 8.1 or beta RedHat which is 7.3, but I am inclining to the Mandrake. Ok, nevermind it. Installing apps involves different procedures depending on what the format of app is. If it is an rpm package you should use something like rpmdrake to install it. If it is a tarball (filename.tar.gz or filename.tgz) you should use an archiver such as gnozip to extract the tarball and then read created README and/or INSTALL files for further instructions on how to install the app. I prefer to drop to command line to install new applications. For rpm's
rpm -ihv package.rpm
tar xvfz filename.tar.gz (filename.tgz)
some applications can come as .bin, .run or .sh files they are just executables use
Hope it's clear enough.