need some help abt app installation

[Dany Gates]

hi, i am new to linux and have installed red hat 9 on my pc. now i have 
downloaded new mp3 player for linux snackAmp with *.gz file extension. Now i 
am from windows background and don't know anything abt linux installation. 
So how am i supposed to install this application (any application). Plz help 
me am i supposed to compile it or something first or else what??????????   
do i get an exe file for execution??
I know how to go to terminal window (like console in windows ) . Isn't there 
in application installation GUI in linux red hat 9???? i have downlaoded 
many apps but dont know how to install them. Plz give me steps for 
installlation if u can but not any link!!   What will be the extension of 
executable file???
reply soon.........

_________________________________________________________________
Fast. Reliable. Get MSN 9 Dial-up - 3 months for the price of 1! 
(Limited-time Offer) http://click.atdmt.com/AVE/go/onm00200361ave/direct/01/