I am really confused as to how to install a piece of software on Unix especially after having worked with Windows for over 10 years.
I see the tar.gz, tar.gz2 and rpm packages.
How do I install these things? Do I have to be a root to do this?
If its only the root, then how do users generally install stuff?
Also there are some directories like /usr and /bin and /usr/bin... I don't understand any of these...
In Unix, there are many directory, like /usr, /etc ....
binary(command unix) always in bin, sbin ...
Linux have many pakage/aplication format, ex rpm, deb.
It's just about format, because linux have many distro, every distro ussually have different applicaton installer format, ex ubuntu using deb, even ubuntu can also using rpm installer to, but need alien. redhat and fedora using rpm.
tgz tar.gz it's same, maybe in windows just zip or rar. Ussually you must compile first before you can install.
You must extract that file, and read the direction inside, usually you should execute make, for compile, and make install to install.
Not always become root, if you install from source code, depend on the applications. But, if you install using rpm you must became root.
Oh if thats the case, then I'd better go and contact the root to get the job done... Its just that its a little strange especially coming from exe backgrounds 
Thanks for your help...
Windows is a number of operating systems from one vendor and they have had many different installers with msi only being a recent thing.
UNIX is many operating systems from many vendors with their own agendas, priorities, compatibility issues etc.
Solaris - pkg
IRIX - tardist
AIX - lpp
HPUX - depot
Tru64 - setld
Linux - a veritable menagerie
Ah... Thanks a lot for that link. I guess that will help me out for now