ah, don't worry about not using rpm's, it's easy as can be.
all you have to do to install a program from the source is this:
tar -zxvf filename.tar.gz
cd filename
make;make deps;make install
shell scripts are even easier, just type ./filename.sh -- or if you aren't able to, you can just do sh filename.sh -- nothing hard about that at all

.
remember u wont ever become a linux "expert" until you break out of ur box and try new things :P