Normally you have to be root to install rpm's.
At a console, type:
su (root password)
rpm -ivh <package_name>.rpm
That should install ok. In the case of src.rpm
files, an additional step is required:
rpm --rebuild <package_name>.src.rpm
The last few lines of the output should indicate where the compiled rpm file is. BUT, make sure you have the kernel sources installed first or the --rebuild command won't work. Don't worry about the missing signature too much.