Check out our Glossary section, we have both those terms in there, tar and rpm, might help you understand them a bit.
http://www.linuxquestions.org/questions/glossary.php
Most likely if your familiar with RPM's and installed using those, might just stick with the i386.rpm's then. It stands for Redhat Package Manager... in which if your using Redhat, they work just fine with it..
Oh and RPM's are probably the easiest to install, usually one command and your done... As for tar.gz files, first you unpack, then configure, make then make install.. so more steps and sometimes it varies on what your installing the steps you take..