[ujjwal]

Yes as Pradeep said, you have to use the full path, that is /mnt/Windows_X for specifying the mount point.

About installing applications, first of all, don't use the --nodeps switch unless you are sure that you have the dependencies installed on your system. If the software gives dependency errors, install the software it requires first. You can also use a package manager like yum to automatically download and install the software & its dependencies.

And yes, apart from (maybe) your official distributions RPMs, other RPM's or source compiled software will not add a menu item on their own. The reason for this is simple, consider that there are so many window managers and desktop environments out there, everyone uses what he likes, and each one uses its own form of menu listing.

Try invoking the application from the terminal, like "mozilla" or something. Also use "man <software>" for information, if the manual pages were installed.

And as for .tar.gz files, if these files contain the source code of the software, they install very differently from windows, the whole application is created from its source code. It's a little cumbersome first, but it allows to fine tune every a of the software. And recently I have heard some package managers automate the whole process, making it much easier.