its easier to work on the SME server.
Once your downloaded the rpm file and put it on the server, it doesnt really matter where, you need to use the rpm commadn to install that rpm.
rpm is equivilent to setup.exe for windows users.
using the mc command navigate to the folder that contains the rpm on your sme server. typically /home/e-smith/ibays/someibay/somedirectory/
then type
rpm -ivh *.rpm
this will install and .rpm files in that directory (you will most likely only have one)
then you restart the server (im not sure this is nessesary) and everything is hunkydory