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There are several types of ways applications are bundles for download and installation:
# filename.'''rpm''' (RPM Package Mananger)
# filename.'''deb''' (Debian Install Manager)
# filename.'''tar.gz''' , filename.'''tgz''' (referred as a "zipped tarball")
I am not going to go into detail how to install these types of files (It would be difficult for me to try to explain or anticipate all the problems that you may encounter installing using these manual methods).
Mainly the problems will relate to two problems:
* the wrong rpm or deb file for your version of Linux
* a dependency problem. A dependency problem means that the application that you are installing relies on some other software (or updated software version) that isn't currently installed on your system.
I would recommend keeping with the ''Synaptic Package Manager'' to install software, but if you are determined to install software the manual way, here is a link to a resource that may provide help: [http://linuxondesktop.blogspot.com/2006/08/installing-applications-under-linux.html Other Software Install Methods in Linux]