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what files did you download? did you get the source or binary? what installation procedure did you attempt? did they not come with a text file such as INSTALL or README? if they did, i would read it first as it usually gives a step by step method of installation, usually with specifics about certain platforms. if you do not have an INSTALL file, take a look here:
I've had no problems with the binary distribution, as compared with one problem for the source (could not convince it to do DNS lookups, even with --enable-dns and a lot of futzing around [I must've compiled it about 10 times before giving up]). If you're new, you should probably go with the binary since it's a bit easier. Where did you run into trouble last time though? If you post more details someone here can probably help you through it.
Well to be honest I am not sure where I got to I got so confused with it all, so thats why I would like to start a fresh and do a new install if possible.
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