tar.gz or .tgz
untar/gzip the file ("tar zxvf file.tar.gz"). cd into the dir. Most source packages will compile by doing "./configure" then "make" then su to root (type "su" press enter then enter in your root password then press enter) and do "make install". Do "make install > /root/program-version" to keep better track of everything. You should always read the INSTALL file first, but the above instructions usually work fine. If you happen to be compiling and installing libs, be sure to type (as root) "ldconfig" after installing them.