To install the .tar.gz, open a console, su to root, then run the setup.sh (install.sh? Been a while since I set it up). It will give you a list of directories that it is putting various files, and ask for confirmation. Just go ahead and let it. If you have all the dependencies met (probably the problem with the .rpm), then after it's done, typing opera and it will run. The problem I usually have with opera is that it looks for an outdated version of libpng, so I have to symlink to the current version to get it to work.
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