installing realplayer is pretty straightforward, but it's not "normal". i think they should just have normal rpms, debs etc on their site. they take a very sun microsystems approach to linux installation.
incidentally, i find it easier to use the magnificent set of scripts from
http://wma2mp3.501megs.com to convert from realaudio (and realvideo, if you have music videos) into mp3s or oggs, using mplayer, this way i can listen to any stray realaudio files i happen to get without having to have the (enormous) realplayer installed.
of course if you want to watch stuff, or stream stuff, this is no use to you...
