As you can see from the examples of installing software under Mandrake, SuSE, Debian, and Fedora, there are many alternatives. I'd like to follow this up by trying to be as release-agnostic as possible and show you a tool that should be in almost any distribution running KDE. That tool is KDE's own package manager, kpackage. Depending on the distribution, you may have to install kpackage from your distribution CDs (remember what I said about a particular distribution preferring that you do it their way). It is usually called kdeadmin-kpackage.