That's a source file. It contains the source code for the program. To install it you'll have to do a tar -xzvf xine-lib-1-rc3a.tar.gz. Then cd into the resulting directory and do a ./configure make and as root, make install. However, I'll guess it will fail due to some dependency. If you're a complete newbie then just find an rpm. It should be on your distro CD. It will be called something like "xine-<verision information>.rpm. Then you install an rpm byt typing rpm -i <filename>.rpm.
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