Best method for Linux users is what are known as installers. For Red Had based Linux (including Mandriva) these are .RPM
http://www.rpm.org/ <- that page should contain all links to everything you ever wanted to know about them, and how they work. For Debian based Linux (including Ubuntu/Xubuntu/Edubuntu and many others) .DEB is the preferred installer. I don't see an information page about .deb format but can give a link to
http://www.debian.org/intro/about for you to learn more about Debian itself.