Note that many Linux distributions provide their own packages of the NVIDIA Linux Graphics Driver in the distribution's native package management format. This may interact better with the rest of your distribution's framework, and you may want to use this rather than NVIDIA's official package.
Also note that SuSE users should read the SuSE NVIDIA Installer HOWTO before downloading the driver.
Installation instructions: Once you have downloaded the driver, change to the directory containing the driver package and install the driver by running, as root, sh ./NVIDIA-Linux-x86-195.30-pkg1.run
One of the last installation steps will offer to update your X configuration file. Either accept that offer, edit your X configuration file manually so that the NVIDIA X driver will be used, or run nvidia-xconfig
See the README for more detailed instructions.