Actually, following all the instructions, I was able to install my first program in Linux: Krusader, an excellent file manager.
This was with the latest Pardus hard drive installer (not the live cd)
First, I opened a console window, and logged in as root , you do this by typing sudo su. The console will ask for your password, and you type your root password. (you won't see anything ; in Windows, the letters of your password are shown as little stars)
I downloaded "Krusader-1.70.1.tar.gz" to my desktop
I then extracted this file using the following code in the console :
tar xzvf /home/fret/Desktop/Krusader-1.70.1.tar.gz
make (this can take a very long time, so be patient)
sudo make install
When the whole process is finished, simply give in the name
in the window "Run Command" (click on the panther-head below, and
you'll see all choices, among which "Run command),
and there is your new shiny "krusader", a twin pane file manager, with an exquisite "find"-command.
It lets you find files, of which you only have a fraction of the name (it will find "krusader" if you give the search string "usade")
You have to indicate the proper path however.
In Windows, I know where my files can be, but in Linux, I have no clue.
So with "Krusader", I can find my files back.