Fentun comes in two flavours for Linux - statically linked and dynamically linked. If you want a smaller file size, the dynamically linked version is for you, but you must have libc version 5 and libX11 version 6. I'm using libc.so.5.3.12 and libX11.so.6.1.
If you want an executable that just works (without having to mess with libraries), download the static version. It's bigger, but disk space is cheap and time is not.
Once you've downloaded the file, gunzip it ("gzip -d fentun.gz") and change the permissions on it so that it can be executed ("chmod 755 fentun"). Then put it in a handy bin/ directory (like /usr/local/bin) and set it as the handler for "application/ms-tnef" MIME content.