This has been covered in several postings recently.
You don't have to download them to any place in particular, but su to root and run
rpm -i <filename>
You can also rpm -U <filename> to upgrade (or to install, as I usually do; that way if the rpm is already installed, it just upgrades it, and if it isn't already installed, it installs it.)
For more information, type
rpm --help
Steve
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