Use the `Redhat Package Manager', which uses packages called something like foo.arch.rpm - where arch would be `i386' for a i386 based PC (or better).
Installing and updating packages are very simple:
There are many, many, more options .. which you don't often need. In case this is too complex for you there are many GUI based tools that can install and upgrade RPMS, glint, gnorpm, and so on.