Welcome to the new and wonderful world of Linux!
I did my first installation about a year ago, a dual boot system WindowsXP-FedoraCore5. However, I had the same problem you're having, I couldn't figure out how to get things working, so I stopped using FC5 and continued using Windows. Then, about 3 or 4 months ago, I upgraded to FC6 and learned more about installation, plugins, etc.
I'm no expert, but I think I can help you out.
First thing: When you have a question, be sure to include important information on your set up (Linux distribution or 'distro', type of computer, CPU, etc.).
Second thing: Do a search on Google and on the forum and consult FAQs before posting your question.
Third thing: Be very specific in your question and in the 'subject' field, and be sure to choose the right forum for your post.
Now, regarding your question. The first thing I need to know is what distribution you are using. Fedora Core 6? Ubuntu? Debian? etc.
Here's a site that might answer a lot of your questions (I simply typed -- linux "installing software" -- in Google to get it): http://www.control-escape.com/linux/lx-swinstall.html
Well, that should help you out somewhat. Oh! And the last thing. Once you've solved your problem, be sure to let everyone know that it worked and what the solution was.