Well, tarballs (as they are called) are usually source packages that require the ol' ./config && make && make install, but if you are using an rpm-based distribution such as Redhat you will probably be better off installing Redhat's own glib packages. Chances are glib is already installed - the
rpm command has a lot of different options but I think you can list installed packages by using
rpm -qa or something similar. To find out if glib is installed already type
rpm -qa | grep glib. You will want to install the glib-devel package from your distribution so you can install packages that use glib from source.
Also check our
FreshRPMs for rpm's that doesn't come with Redhat or that are crippled, like the xmms one.
Håkan