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I want to learn Linux, because it is something different and away from M/S. But man, it pisses me off that I can't install a program I download off the internet (Adobe reader). How do you install programs that are download from the internet? I click install and nothing happens. I extract it to a folder (whick took awhile to do). Now I know how new Windows user feel.
Do you know what format it is? Vaery rarely does Linux software come as an executable self-installer like you get on windows. The most common system is probably RPM, which is the package-management system employed by RedHat (& Fedora) and Mandriva (among others). An RPM file is basiclaly a compiled-version of the software, which is installed using the "rpm" command, or a forontend like the one in the mandriva control centre.

Debian uses a similar system, but the files are *.deb. I haven't used it extensively, but I think the priniciple is the same.

Some programs (like the nVidia drivers and flash) come as self-extracting shell scripts. To run them you basically type "./name_of_executable" from a command line (in the same directory as the file).

Other programs come as uncompiled "source-code", ie the code that the programmers wrote. To run such propgrams you have to compile them, but it's generaly best avoided until you get to grips with the more basic stuff (it isn't too hard though).

Which distribution are you using? Since that is the main factor that affects the installation method that you should choose.

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