So I've downloaded the .tar.gz file for Cave Story, and since I'm somewhat new to Ubuntu, I have no idea how to install it. I tried the commands suggested at How to install a .tar.gz (or .tar.bz2) file?, but no dice. My most successful attempt was "make config.dat", which spat out a different error than make all the other files. So I assume that's what I should be going with? It says "make: * No rule to make target `config.dat'. Stop." Do I type something else in?