I hate to admit this, but I really don't know much about installing unix
stuff "the old way"
Here's how I understand and do it:
1. untar the file: tar xfvz fileName.tar.bz
2. go to that dir: cd fileName
3. install the program: configure / make install / make clean (this is
where it gets fuzzy, I never fully understand what these do)
4. put the file in my (in Windows terms) current "environmental path":
mv fileName ~/bin
(I've gotten really dependent on the package tools, such as apt-get,
emerge, pkgtool, rpm, etc)