RPM is the "Red Hat Package Manager" and is the heart of the Red Hat Linux distribution. It's most basic functionality is to install and de-install packages.
This document is geared toward installing RPM on a slackware system using an Intel processor, but the information contained herein should be applicable to any distribution.
For further reading, consult the RPM-HOWTO (available at your neighborhood LDP mirror). Also, consider buying a copy of the excellent book, Maximum RPM, by Ed Bailey of Red Hat Software, Inc.