User Feedback :: Problem installing naim and other apps

I'm a newb to this whole linux thing....i just started fooling around with DSL and it is crazy, except i dont know a damn thing about it. I saw that there was a program called naim that is an aol instant messenger program. i dled it and i have no idea how to install it. And also to install it do i need to harddrive install? sorry for the stupid questions but i hope someone can help me out

nAIM can be started from the desktop by right-clicking then
Apps>Net>nAIM/nIRC/nICQ>nAIM then left-clicking on nAIM.

original here.