how to install packages

[Mirko Mastrolia]

Deatr Lyx staff,
please help me to understand how to do it for installing packages....i went
on ftp://ftp.tex.ac.uk/tex-archive/install/ to install asmlatex, followed
instructions but i cannot find a folder which is present in the installing
notes (TEXMF/doc/latex/amscls)...which are even a disaster to
understand...please help me..i've to finish dissertation within tonight and
i am stuggling with this matter since 2 hours...
thanks..
Mirko