Installing Programs?

["Ali Helmy" <alihelmy gmail com>]

Hey mates

How do I install a program that I downloaded in a ready-made "./-runnable" format? I mean, I downloaded the Pingus game, and it came in as a file that runs from its folder by ./Pingus...

Now how can I install such a program, to have yum check its updates?

PS: as an alternative, does anyone have a Pingus rpm for FC?

-- 
A. Helmy