Downloads?
 

Ok so here is an example just so you know what im talking about...
http://www.kde.org/download/

i wish to download and install KDE, however im a 2 day linux user :P
Im used to the usual 1 file download in windows xp.

What do i do with all these files?

*Files im referring to are at bottom of page after text: KDE 3.2.1 consists of the following source packages:

Have you actually read the install guide that they link to on the page?

What is your distribution?

Have you read any of the linux help guides? I think you should spend time looking at RUTE - this is a great resource. Also, check out my bookmarks (see the link in my signature). Without trying to sound pompous, installing or upgrading KDE by hand may be a little advanced for you. You might be better off either waiting or trying a different way of doing it.

Red Hat 9 but im switching to Fedora Core 1 tomorrow.

FC1 has kde and gnome.

You dont need to install them...