Third-party installs

I'd posted before re: not being able to install SuSe on an old Dell mobo. Finally got it but it cost me a new hard drive. No matter. I am having some problems though (newbie struggles) installing third party software. I've been taking the pro tour of Linux & Suse forums all over the place asking this same question and getting various, confusing replies ( haven't figured out how to use commands, when, and the difference between using the command console, shell etc.) . One app I wanted to install was "Mozilla Firefox v.0.9" for linux. The file extension is .tar (meaning it's an archive) . I couldn't figure out how to install it. Then, while reading other posts someone wrote that there is a version of Firefox on  the SuSe 9.1 Pers. CD, just a little older (v .0.8). I browsed the CD & found it. I don't recognize the icons for linux file types yet so the Firefox icon on the CD looked to me like a page. Its file extension was .rpm (meaning a linux archive, I guess?). When I clicked it, a dialog came up asking me if I wanted to view it with Kview, or something like that. I clicked yes. Inside that program, for the one file I had in there was a button that said "would you like to install this using Yast? Naturally I said yes and the install went well. Now my questuion is:

Can you convert exe files for different apps (for linux only of course) into .rpm? Maybe there's a windows program like Comprexx Mark III that can somehow compress into .rpm & make executable? Maybe? (Wishfull thinking)

If you can't make'm .rpm, how do you install them?

Because I'm so lazy and don't feel like browsing that whole CD, does anyone know of any hidden "goodies" there might be lurking there that I could install?

Hope ya's can help!!