Which distro are you using?

Normal installation instruction are in the INSTALL file.
However, when you extracted the .tar.bz2 file you normally enter that directory, and then you enter in the command line:
./Configure
(yes with capital C)
then if you answered all the questions and there were no errors. You enter:
make
if that also went fine and no errors showed up you do:
su -c 'make install'
And you should be set.