Now's a good time to learn! Download it, and untar it (the OS may do that for you, otherwise "tar xvf <filename.tar>"). Within the resulting directory there will be a bunch of files and directories. Have a look at the README file which should tell you what to do.
Normally you have to (in a terminal) change to the newly created directory ("cd <directoryname>), type "./configure", when that's finished type "make", and when that's finished type "make install". To do the last you'll need to be logged in as root or else use the command "sudo make install".
Every Linux user should learn how to install from source. You may not want to compile your kernel (although that's a lot of fun), but it's useful to be able to install programs from source (as in this case).