If they are RPM's then download them, open up a terminal, type in "cd" and then the directory that they are in, hit enter, and then type rpm -i <packagename>.
yum is an interface for RPM. Since you use an RPM based distribution of Linux (Red Hat) you should use RPMs as much as possible. yum will make it a bit easier. With yum, you can define repositories (collections of packages) and it will download package headers from the repositories. You then use yum to do all if your installing and updating, and it will manage other required packages and such for you. RPM is suposed to do most of this, but yum makes it much better.
Once you ave yum and running, chances are you can do "yum install amsn limewire" and let it do the rest.
Try typing "which yum" in a command prompt. You might already have it. If not, you can install one of the RPMs listed on the above linked web page. As a shortcut, try: