Note that you should try to use your distributions repositories when possible instead of building from tar-balls. Generally speaking, you will have much less trouble, compatibility issues, etc that way.
Extract the files from a .gz by right clicking on it and you can extract to a directory of your choice. Or tar -xvzf if you're in terminal.
Look for README files or an executable. I would look for a README before looking for the other. A lot of times, you can look for an executable (the icon is a series of cogwheels and is named after the program) in the folder of the downloaded file and simply clicking on it will launch the program.
I heavily recommend you use your package manager for your distro. You can always find how to use your package manager on your distro's wiki.
And yet every one of you keeps talking about how to install it strait from the .tar or .bz2 file. But that was NOT my question. My question was is there any programs that does that work for me. Since that has not been answered there is no good answer until the question even gets it's first real answer.
I don't want to sound rude. But if your not going to answer my question, please don't bother replying.
I'm afraid that you do sound rude becasue you are being rude. People have answered your question.
You were told of the program that would do this for you - tar. Of course you have to tell it what program you want installed; computers aren't into mindreading just yet.
Now if you don't want people replying to an impossible question (is there a program that will install other programs for me with absoultely no action on my part), then don't waste our time by posting here.
Jeez - people try to help others and just get badmouthed in return. Why do we bother?