If you unpacked it, and "./configure" d it, did you use the "make" and then the "make install" commands?
If the problem is in the "./configure" step, make sure you have all the files necessary to compile it. Almost all Linux programs require other simple programs to work. Once you have installed these ten or so programs, that'll solve most of your compiling errors. Check online for the specific stuff that you need to make that program work.
Sometimes the compiler can be bugged itself. In which case, if you don't know a lot about computer programming, can royally screw you over. Sometimes it's easiest to get a new compiler instead of trying to fix it yourself.
This is why it can be hard to switch to Linux if you don't have a lot of experience with computer programming. While Linux gives you direct control over your machine, you have to know everything about your machine to use it.
If you're running something that's Debian based (like Ubuntu) you can get almost any program by logging in as root (or using the "sudo" command) and typing in "apt-get install (program name)". Or use the package manager that most distributions have. That'll be so much easier than trying to compile every program yourself.
For more answers to Linux questions, check out this excellent Linux forum:
They should be able to answer your questions better than we can.