2. Using KPackage, open the downloaded file and check out the dependencies which need to be resolved.
3. The dependencies for Eve are, according to KPackage
libc6 (>= 2.2.4-4)
xlibmesa3 | libgl1
python (>= 2.4)
python-gtk2 (>= 2.6)
Most of them should be already installed, with perhaps the exception of python-glade2 and python2.4-dbus (actually in the repo's as "python-dbus" for some reason). Install all that is missing and then click on "install" in KPackage.
4. An "Eve Online" icon should now appear under Kmenu>Games. Click on it and follow the instructions, choosing the internet install option (unless of course you have the necessary files stored locally). Downloading the files should take around an hour.