Pop up a terminal, su to root and then cd to the directory with the rpm in it. Then:
rpm -ivh foo.rpm
No!!!!
The -i (install) switch is only appropriate for kernels. For all other packages, use -U (update). It will also install if the package isn't present, but it will remove any old versions if they are. (This isn't appropriate for kernels, as you don't want to uninstall the old one until you've tested the new one. Then you use -e (erase) to remove the old one.)
