Installing Linux programs isn't quite as easy as installing a Windows program. There's no executable to double click that just does it. And you can't just dump it in a folder on the Xbox and expect it to run. I'm not sure how it works on Gentoo, but if you go into the command prompt looking thing in Linux, (Konsole), you can install most things that way. Actuaslly in the format you grabbed you may be able to use a package tool command. I'm not that familiar with Gentoo. But in Slackware if I get into root mode. (Root user.) Or use the superuser command. I can then go into the proper folder and type pkgtool "file name" and install. hope it helps. It's a bit weird getting used to. And I haven't used my laptop in months now
But try linuxquestions.org. Ask in the newbie section and youll get a response fast. And they can help you with any other questions that may arise.