unable to install tarballs

     Can anybody help me with this whole tarball installation thing. I just cannot manage to install anything that comes in that format. I have spent hour after hour trying, only to end up with the usual 'not a file or directory'. There's got to be a better way, I managed to extract the file in my home folder, then, that's it. I've followed so called easy installation instructions to the letter, only to run up against the same brick wall when it says change directory. That's when I get 'no such directory'. Sometimes it tells me to read the 'inst' file. Right !!! do they write them in English? I have no idea what they're talking about. I am using ubuntu hardy, and feel I'm missing an awful lot of good software by having it packaged in this way. Is there a way of making a tarball into a deb file. Please can someone help? If you can, pls keep it simple.
           Ian