I am trying to install KDE so that I can get Konqueror but I do not know how to install it, I tried to follow the instructions at "http://docs.kde.org/development/en/kdebase/faq/install.html#id2562784" but I still couldnt figure it out... I downloaded the packages "kde-i81n-ar-3.3.1", "arts-1.3.1", and kdelibs-3.3.1"... I looked for a package of art-3.3.1" but I couldnt find it

Just install the packages. Don't care about the version number of aRts. Since aRts-1.4.2 is part of KDE 3.4.2, I think 1.3.1 is the version you need.

It always says something like the following though and it won't install

[root@ool-18beecce ~]# cd arts-1.3.1
[root@ool-18beecce arts-1.3.1]# ./configure
checking build system type... i686-pc-linux-gnu
checking host system type... i686-pc-linux-gnu
checking target system type... i686-pc-linux-gnu
checking for a BSD-compatible install... /usr/bin/install -c
checking for -p flag to install... yes
checking whether build environment is sane... yes
checking for gawk... gawk
checking whether make sets $(MAKE)... yes
checking for a BSD-compatible install... /usr/bin/install -c -p
checking for style of include used by make... GNU
checking for gcc... no
checking for cc... no
checking for cc... no
checking for cl... no
configure: error: no acceptable C compiler found in $PATH
See `config.log' for more details.

You need to install the devel rpms from your Fedora cds. You don't yet have a compiler installed. You need gcc and related developement rpms.

Can I download a compiler from the internet?? I only have cd 1 and 2

Using FC3, I *strongly* suggest using yum, otherwise one day your box is going to be borked.
http://fedora.redhat.com/docs/yum/

Setup your repositories, then: yum groupinstall KDE.

If you don't have yum, go here,
http://fedora.redhat.com/download/mirrors.html
find a mirror and drill down till you find in the FC3 section, keep drilling till you reach the rpm section.
get the yum rpm and
fedora-release-3-8.i386.rpm (yum repositories)

yum will install the original KDE that came with FC3 using the base repositories (above).

Or go here;
http://kde-redhat.sourceforge.net/
and learn how to get the latest KDE version.

Other site you should visit;
http://fedora.redhat.com/

Being on the net you will want to;
# yum update