How do I install a .dtx file?

When I run:

``````tex algorithms.dtx
``````

for example, I get this message.

``````  ! Undefined control sequence.
l.34 \documentclass
{ltxdoc}
?
``````

Help?

-

Depending on how the `.dtx` is constructed, it may not work at all with TeX: you have to use (pdf)latex. To unpack the file you may well need an `.ins` file.
Joseph Wright says "run `latex` on the `.ins`"; however, if you have LaTeX, you also have `ltxdoc.cls`, etc., so that unpacking the `.dtx` doesn't help.
Processing the `.dtx` file with `(pdf)latex` gives all you need -- a file of documentation.