if the package is available as .deb file, download it onto your desktop, then right click on it and select open with 'KPackage'

or if you like the command line "dpkg -i packagename.deb"

If incompatible dependent libs occur, then do a "dpkg -r packagename'" to remove the partial-install

if a .rpm is also available, try 'alien'
if the package is available in .rpm format,
install it with "alien -i packagename.rpm"

Or, you can use two steps, and

first convert it to a .deb, using "alien --to-deb packagename.rpm",
and then install that with 'KPackage' or 'dpkg'