as of amsn i am not sure what your problems are ... just download
the tarball and extract it with :
tar -zxvf amsn-0_82.tar.gz
cd msn
./amsn
and it will run .... they are three basic steps ... i know your just learning and believe me i am not trying to insult your knowledge, but if this is in fact what you already did, then tell us what your error was when trying to run it ...
as of gaim, when it says it has dependancies and it can't install then you have to download them packages and install them first, before continuing with the installation of what you are actually trying to install ...
when you run into issues such as these, and you are unsure on what to do, then just post the error you have received, and it will be alot easier to help you resolve your issue ...
as of the easy way to install things, the answer to that is, this is the easy way ;-)
when you understand how dependancies work, and what the errors are saying when you can't install something, then it won't be as bad, its just that you are just starting out, and these errors are throwing you for a loop, and your getting stuck... and believe me everyone has been there at one point or another ...
after we resolve these little issues, then you can look into something like urpmi or apt-get ... but until then i'd advise you to figure out these tarballs and rpms before jumping into an app such as those mentioned, without you gaining the knowledge of how these things work ... but again thats up to you