These are libraries that contain code needed by other programs. When you see ".so" it is a shared object. Basically like a Micro$oft DLL. Your going to get this kind of error message a lot when downloading software and trying to install it. That being said, let me recommend a general strategy. Take the name of the .so and put it in Google. Usually you will get tons of places to download the .so you need. Also try
http://rpmfind.net/linux/RPM/
Its somewhat easier to use because you just put the name of the .so you need in the search field and it takes you to a download for that .so