I downloaded TerminatorX for Mandrake along with a bunch of other files and i have to compile them. I've read the ReadMe files and the Install file but I still don't understand the instructions. I'm used to Windows doing everything for you. If someone could help me iwth some instructions I would really appreciate it.

90% of the time compiling something in linux is more simple than a windows install you just need to type 3 commands:
./configure
make
make install

uncompress the archive you downloaded, either tar -zxvf if it's a tar.gz or .tgz or tar -jxvf if its a tar.bz2, then cd into the new directory that was created and type those three commands, the last one needs to be executed as root because it will copy the binary into your system directory somewhere in /usr and any needed libs.
so just either su to root or use sudo which ever you prefer.

If you have anymore problems feel free to ask.

I did that with LinCity and it still didn't work though

did you install as root ? Not just a su root ?

Tell me exactly what you doing.

LinCity? Sim city clone?

Well a good admin su's to root to stay safe, but with installs imo, it's safe not to su, a root console is best.

make clean
make config
make all
make install

that usually works

90% of the time I tried using old make routines I had failures, till I learned a new way to do it way back.

btw learner why do you use ascii as your identifier as in "¤¿?♥♣♠♦¤" liek question wanna play cards? maybe? Also the picture in your profile being a desktop girl:) kekeke

What is "su", i install stuff as the Root under the KDE Environment.

su is known as either switch user or super user. The command by itself will prompt you for the root password to become root(super user). The command su followed by another user name will prompt you for that users password.

If you want to get any help you need to provide us with specific technical details of what is happening. "It didn't work" simply is not enough information. Post any and all errors that you recieve on the command line or else we are just taking stabs in the dark about why "It didn't work".