Once the download completes, open the terminal to get to where the installer was saved
Change to the directory that the installer has been downloaded to. For instance, with the command:
cd Downloads or the equivalent for your system.
Uncompress the installer with the command:
tar -xzf pia-v81-installer-linux.tar.gz
Run the installer with the command:
Once the installation process completes you'll be asked to enter your login credentials. which you received in your e-mail. Check any options that interest you. Then press Save.
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