I really learned to appreciate window's setup procedures after I had to do the same thing on Linux. It could be so easy, just run setup.exe, hit next a few times and we are done (aah, maybe a reboot first). We are spoiled children, coming from Windows. But what if you don't have a setup.exe? Well, Linux usually does not have a setup.exe, sorry (some applications do however, including Mozilla). But nevertheless, believe it or not, installing software on Linux can be easy even easier than on Windows! That is the case if you have an rpm file a RedHat package manager file. But more on that later.
So what if the latest apache, wu-ftp or mysql does not come as an .rpm file but instead as a .tar.gz file? Don't worry - there is a solution.
You will simply have to decompress, compile and install the software. This is actually where a lot of people are having problems usually due to misconfigured systems, missing libraries and such. Okay, so we have two options:
a) Untar, unzip, compile and install
or
b) Use a package manager (RedHat uses RPM, other distributions (like Debian) use different package formats with similar functionality though)