[HizbullaH]

There Is Nothing Called .tar.gz Package, A .tar.gz Is A Compressed File Just Like .zip Or .rar
There Are Many Packaging Systems In Linux Where You Can See The Extension Of The Package .deb Or .rpm, There Are Alot Of RPM Based Linux Just Like Red Hat, Fedora, Suse... You Can Install An RPM Package By Using This Command:
rpm -ivh package-name.rpm

However, Ubuntu, Which Is Based On Debian, Uses The .deb Packages And You Can Install .deb Packages By Using This Command:
dpkg -i package-name.deb

Also Slackware Linux Uses A Different Packaging System And The Extension Of Their Packages Is .gz

Now Let's Go Back To .tar.gz Compressed Files Or Folders..
In Order To Uncompress a .tar.gz File We Need To Use This Command:
tar zxvf file-name.tar.gz

Now The Files And Folders Inside The Compressed Folder Will Be Uncompressed We Need To Get Into This Folder Which Contains The Setup Of A Program For Example.. Usually With Any Program We Need To Setup There Is A File Name README Or INSTALL, You Have To Read The Installation Instructions Before You Install The Program, But Usually The Installation Proccess Done By Three Commands, First Of All Type:
./configure

If It Finishes Without Any Problems Type:
make

And Now As root Type:
make install

If You Got Any Problem Then Their Is A Depenency Library Or Program That You Need To Get, Just Get It From The Internet And Install It In The Same Way Above...

Now To Make Life Easier For Us, I Will Suppose That You Are Using Ubuntu, You Will First (as root) Type (Only For The First Type You Use apt-get
apt-get update

Then Your Packages Cache Will Be Updated! Now For Example You Want To Install The Apache Web Server On Your Computer And You Want To Know What Is The Package Name Exactly, Type:
apt-cache search apache

Let's Say Thay We Saw apache2 With Some Discription About The Package, To Download And Install It Type:
apt-get install apache2

Now It Will Be Downloaded (With All The Dependencies!) And Will Be Installed Automatically On Your PC!

If You Are Using An RPM Based OS Just Like CentOS Or Fedora... You Need To Use yum (Their Is No apt-get In Them), Nearly The Same (Only For The First Type You Use yum
yum update

Then:
yum search apache (apache Is an example)

Then:
yum install apache

Also, Everything Will Be Done Automatically!

Other Questions?