When it get's to installing packages i always hope i wont get something like:

error: Failed dependencies:
libid3tag.so.0 is needed by audacity-1.2.3-2.1.fc3.fr.i386
libmad.so.0 is needed by audacity-1.2.3-2.1.fc3.fr.i386
libsndfile.so.1 is needed by audacity-1.2.3-2.1.fc3.fr.i386
libsndfile.so.1(libsndfile.so.1.0) is needed by audacity-1.2.3-2.1.fc3.fr.i386
libwx_gtk-2.4.so.0 is needed by audacity-1.2.3-2.1.fc3.fr.i386
libwx_gtk-2.4.so.0(WXGTK_2.4) is needed by audacity-1.2.3-2.1.fc3.fr.i386
wxGTK >= 2.4.0 is needed by audacity-1.2.3-2.1.fc3.fr.i386

Where can i get missing dependencies and where do i put them after download?

What distro are you using? If it's Fedora or Redhat, install packages with yum or apt instead of trying to install individual rpms. YUM and APT/SYNAPTIC automatically resolve dependencies. You can get APT and it's GUI from fedora apt repository under the extras directory. You will find documentation on how to use YUM and APT/SYNAPTIC on the web, just do a google search.

Yeah it's fedora core 3... i know i can use APT and YUM but in case im not using them i want to know where the dependencies i download must go

wherever the particular library is supposed to go. eventually though, downloading random pieces of libraries like so many here on LQ do, your going to run into problems. These distro's are designed to be used with the package managers.

ok, got that, thanks.