From time to time every Linux user will run across a program that does not come in a nice packaged DEB or RPM. Often in the form of a tar.gz, tgz, tar.bz, tar, gz, tar.bz2 or tbz2 format. This is how you can make use of them. Remember to have a compiler installed and any dependencies for the software you installing.
To uncompress your file run the following command that applies to your extension.
tar -zxvf file.tar.gz
tar -zxvf file.tgz
tar -jxvf file.tar.bz
tar -xvf file.tar
tar jxf file.tar.bz2
tar jxf file.tbz2
Often software will come with a README or install file that should give you instructions on how to install it and any required dependencies as well as how use it. It will probably say the same I have here, or something similar. Once you extract the source, cd into the newly created directory.
Now as root configure the software, this sets up the software and compiler for your system.
Okay, now for the last and simplest step, the install.
Everything should have gone well; enjoy your new software!