Consider that for all current major distributions there is a right way and a wrong way to install software; much like there's a right way and a wrong way to insert a CDROM into the CDROM drive.
The right way is to use your distribution's package management tools. ("apt-get install mozilla-firefox", "yum install mozilla-firefox", etc etc)
The wrong way is to grab a binary of unknown provenance from a web site, fail to read the instructions, and then complain when it doesn't work - a course of action not dissimilar to smearing said CDROM with jam before insertion.
Your complaint is, in short, analogous to me whining that software installation on Mac OS X is crap because Fink is crap.
The answer is, as usual, "don't do that, then".