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There are two main methods for distributing packages for Linux.
- Downloading the Source (.tar.gz) means a large download, but you can compile the source to exactly what you want, optimized for your hardware. And then you can edit it if you want.
- Downloading binaries (.deb, .rpm, .bin etc) mean a smaller download that has been pre-compiled for a system that almost invariably IsNotYours?.
- FreeBSD has a system called Ports where you can download and install something from scratch
- cd /usr/ports/category/application
- make install
- Gentoo (see InstallingGentoo?) has a system called Portage which combines the best of package management from something like debian with the power of BSD Ports
- emerge application
If you don't specifically want a source based distribution, don't get one. Especially if your PC is <1ghz and if you're on a modem.