installing .tar.bz2 software
open the terminal window.Place the s/w in root's home..then write file.tar.bz2 in terminal.
uncompressing will take place.a folder with .tar extension will b created.Now write tar -xvf filename.tar,contents will be read..Now,move to the directory just created..read the readme file..follow instruction such as make or make install to be commanded in terminal...now its done..use it by writing in terminal for ex. mplayer movie.avi.
..or just drop ur movie file nin the terminla..nd remove the " " in the file..append mplayer with blank space between file nd mplayer..

linux .bin file installation
You can install it from Command User Interface. Just open a terminal and type this:
chmod +x file.bin
./file.bin
now,the installation begins..

Installation of .tar.bz2 software depend upon the content of the tar file. If it contains binary program, you did mention the correct way to install. But if the content is source, then you need to do the following steps.

1. ./configure
2. make
3. make install

For any clarification, do write me.

sir..i mentioned in the post that as you decompress the software..just move to the directory obtained after decompressing..and read the readme file inside it..you will get all the details about how to compile it..either by running ./configure or after it using
make
or make install to compile it..