Installing programs (the easy and traditional way)

Hi. I am a newbie to Linux, and I was wondering what is the proper "make" command to install a program from the shell?

Everytime I try and make the install for it, I do the make command first, but then it gives me an error saying it can't be initialized, then whenever I try to make the install I get a message saying "Nothing to be done for Install".

Am I missing something on why I can't get any program installed after extracting the files from the tar.gz file?

Thanks for the help to anyone who responds in advance.

Compiling & installing programs from source is usually done with the commands:
./configure
make
sudo make install

Thank you for the response :) I now know how to install programs, allthough I do it a different way, I use Synaptic wich lets me install any program I like, and it's easy to do too.

Thanks again for your help.