I needed bbding.sty, so I downloaded the whole zip from CTAN. It included the .ins and .dtx files. I stuck it in a local temporary place and followed the instructions on this handy page.
I ran latex on the .ins file and then on the .dtx file. I then moved the whole folder and everything in it to my local texmf tree:
/usr/local/share/texmf/tex/latex/into a folder of the same name, ie. bbding. Next, as a superuser I ran:
and we all lived happily ever after.