Apps :: The Very Basics of Downloading in DSL 2.0

I have DSL 2.0 installed on my USB drive (take note:  I have NO knowledge of linux whatsoever). Now I want to start downloading some exe's.  I made a Downloads folder in the sda2 partition.  I decided to download the linux version of limewire (not for anything illegal ), which has a .rpm extension.  When I go to Emelfm and find it, I right clicked it and clicked install.  Then the password prompt comes up.  What do I do after that?  Can you guys help me out?  If I manage to install it, will it always shows up when I boot linux?