> there seems to be a vim-7.1.tar.bz2.... but I have no idea what a bz2
> file is and the site doesn't explain it (that I can find...).

bz2 is a compression format (like gz, but with better compression). On  
many systems, tar can uncompress tar.bz2 files directly if you do

     tar xfj file.tar.bz2

(that is, use a 'j' instead of the 'z' you use for tar.gz files).  
Here's the second hit of a google search for "bz2": 
http://en.wikipedia.org/wiki/Bzip2

> Not sure why this couldn't be setup to be as easy as installing gvim
> for my windows box...

There surely is a distribution-dependent way, that's "easy" (where  
"easy" means "similar to windows"). For example, I'm sure you can  
upgrade Vim through the add/remove programs dialog in Ubuntu. But  
uncompressing the source and doing `make && sudo make install` is what  
should work with all distributions.

HTH,
Nico

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