rmp file? As in a RealAudio media file? Have you tried installing a media player that can play them??
Or do you mean a .rpm file?
If so, which Linux distro are you running?
If it is a distro which uses the Red Hat package management system, it could be as simple as using: rpm -ivh /path/to/package
Or you might want to consider using yum if the program is already in your chosen distros repository.
But if you are using a distro which uses a different package management system, then it's going to be tricky to nigh on impossible.
For example, on a Debian based system; if there are no .deb packages available for a program and the only package available is a .rpm; there is a program called Alien which can convert .rpm's to .debs, which can then be installed using dpkg.
But your mileage may vary! It's not guaranteed to work for every package. I could be wrong, but I think .deb's converted from .rpm's will only successfully install if they are LSB compliant (Linux Standards Base - An attempt to standardise Linux using .rpm as the de-facto package management system). And even then it's not guaranteed!
On distros like Arch or Gentoo, which have their own packaging systems; I don't know of any ways to convert .rpm to pacman or portage format offhand.
In all of these cases, if there aren't any native packages available for your chosen distro, you'd almost certainly be better off building and installing from source.... Assuming source code is available for this mystery package!
For future reference, please give some more detailed information in your posts. It would be handy to know which OS you are using and perhaps the name of the program you are trying to install. That way you could be given a straight answer, rather than the long-winded, generalised ramblings I have just subjected you to!