If you can find RPM's for the software that you're wanting that might be a better and easier option. If the its a tarball that you're trying to install you'll probably have to compile it. Usually a
tar xvf abc.tar
(assuming abc.tar.gz is the name of the tarball)
will work but not always.
If you can find and RPM, it will be much easier. Just do a
If you can give us the name of the software, we make be able to find you an RPM.