first of all I am linux lame

so here is the problem, I've followed the steps in the instructions (that are not so easy to follow for linux dummies like me) and here is some info about the system
Linux eeepc-"user" 2.6.21.4-eeepc #21 Sat Oct 13 12:14:03 EDT 2007 i686 GNU/Linux
I've downloaded openttd-0.6.3-linux-debian-lenny-i386.deb (hopefully the proper one) and I have no ide how to install it. I've red some article and tried with arp -get install openttd-0.6.3-linux-debian-lenny-i386.deb but it says that there is no such command. So I've extracted the file using the visual File Manager to a dir. called TTDLinux (the name does not really matter) and downloaded the original TTD game with the necessary files as per the instructions. I've copied the required files into /TTDLinux/CONTENTS/usr/games/ however when I try to execute the openttd file it gives me an error:
Your 'OPENTTDW.GRF' file is corrupted or missing! The file was part of your installation.
apparently this file exist in some directory and I've also tried to move it into this dir aswell but with no result
so I would be very grateful if some one savvy help me
