Ok, I've extracted a few programs I've downloaded, but I come to a problem. I can't find an executable file. They're all textfiles and .c files! So, I open the readme, and it says to type in some funky command line thing. This seems to be a lot of trouble. Am I doing this right?

sounds like you downloaded source code... source code needs to be compiled into binary form before it can be executed...

what specific package was it???

the "easy" way to install software is by using binary files that have been pre-compiled for us...

What you have is probably source programs that need to be compiled and installed. Some people find this troublesome. I recommend reading documentation about compiling programs from source and learning how because I believe it is the best way. But you can try different means of installing programs. Look around for rpm files of the program or binary releases for your distro. Also "always" read documentation included with programs you download because it may include specific compile or install instructions. Linux seems scary at first but if you can get past the fear and learn the way linux works it is rather easy. Good luck