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if it's a compressed file (.tar.gz, .tgz, tar.bz2, etc.) you have to first uncompress it. in kde and gnome, right-clicking the file in a file manager and clicking the appropriate option (extract, uncompress, archiving tool, etc.) should do the trick. if you need to do this at the terminal for some reason, it depends what kind of file it is, first of all. once you get it uncompressed view the readme or install file for instructions.
if it's an .rpm file, it's different. so first of all, what's the filename?
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