installation

[efto]

Hi there,

I am new user and all this look greek to me. Since I lost everything 
using Windows (not first, not last) I decide to use Linux. My problem is 
this: when I download some software from INTERNET and click open or 
save, in the download file I can see that the software is there. But 
when I want it to be downloaded and installed into my computer, I cklick 
on it and always shows to me a list of files. I do not see any word like 
install, start, or similar that I need to click on to start the 
installation. Is there a way that when I start the software from the 
download file that automatically install into my computer?

Thanks, efto