These are the appropriate steps for Fedora 9, OpenSuSE 10.3 and OpenSuSE 11.0. More distributions probably follow.
I'm assuming that you, or someone at your organization, has set up the Checkpoint SNX webpage. Visit that page in Linux with a Java enabled webbrowser. After you login, you will be prompted in a pop-up terminal window to enter the root password. However, after you've done this, the window will just close.
The reason this happens is because SNX is compiled against an old version of the std c++ library. Make sure the libcompat-c++ library is installed for your distro. Then launch the SNX command (which is installed) from the command line as follows:
LD_PRELOAD=/usr/lib/libstdc++-libc6.2-2.so.3 snx -s <firewall ip address> -u <username>
I believe there is an option -p <password> as well.