When it comes to installing software, security is something we should talk about. I've already said that you should know where your software is coming from, but that is only part of the consideration. That's why I'm going to clear up some bad press Linux gets when it comes to installing software.
In the Windows world, it is frighteningly easy to infect your PC with a virus or a worm. All you have to do is click on an e-mail attachment, and you could be in trouble. With some e-mail packages under Windows, it does the clicking for you and by being so helpful, once again, you could be in trouble. You won't find many Linux packages provided as simple executables (.EXE files and so on). Security is the reason. To install most packages, you also need root privileges. Again, for security reasons. Linux demands that you be conscious of the fact that you might be doing something that could hurt your system. If an e-mail attachment wants to install itself into the system, it will have to consult the root user first.
Package managers, such as rpm (the RPM Package Manager) and Debian's dselect and apt-get, perform checks to make sure that certain dependencies are met or that software doesn't accidentally overwrite other software. Those dependency checks take many things into consideration, such as what software already exists and how the new package will coexist. Many of you are probably familiar with what has been called DLL hell, where one piece of software just goes ahead and overwrites some other piece of code. It may even have happened to you. Blindly installing without these checks can be disastrous. At best, the result can be an unstable machine at worst, it can be unusable.
Installing software under Linux may take a step or two, but it is for your own good.