Originally Posted by fingers99
Just pop open Synaptic (on Knoppix HD installs you need to connect to the Internet and do (from a Terminal Window -- the little TV screen icon at bottom left):
su
(prompt for root password)
apt-get update && apt-get install synaptic && exit
first
and highlight the program you want to install -- it's pretty self explanatory.
Of course, you can install tarballs (.tar.gz, .bz2, .tgz) -- AKA building from source (code) but this is generally not necessary and not a good idea as it breaks the ability of apt-get to upgrade stuff.