Installing Software on Ubuntu

The easiest way of all is by going to Applications > Add/Remove Applications you can install, and uninstall programs there.

Synaptic Package Manager
Now lets say there's a program you can't find on there, then try using System > Administration > Synaptic Package Manager. Synaptic is pretty similar to Add/Remove, but it has more advanced options. It allows you more categories and custom filters, and shows you supporting libraries (not just user applications).

You can use the Quick Search, click the Search button or press Control-F to search for software. Once you've found the software you want to install, right-click it and mark it for installation.

Once you've marked all the software packages you want to install (or remove, too), click Apply, and confirm by clicking Apply when prompted, and then wait for the package files to download and install. Once they've installed, click Close.

Installing .deb Packages
I'm gonna go ahead and install Opera for this part.

When you double click a .deb file it should open in GDebi Package Installer, if not right click it and then click on Properties, the Open With tab, and then GDebi Package Installer.

Now once you open it just click on Install Package, and you'll be prompted for your password, and then wait for it to finish installing.

Last resorts: .rpm .tar.gz or .tar.bz2

.rpm
If you can't find a .deb, you can try a .rpm. These files are packaged for other Linux distributions (usually Fedora or Mandriva), but there is an application called alien (which you can install using Synaptic) that allows you (most of the time) to convert .rpm files to .deb.

Install Alien
sudo apt-get install alien

Convert RPM
sudo alien -k name-of-rpm-file.rpm

Install DEB
sudo dpkg -i name-of-deb-file.deb

.run
There's three ways you can do this.

Way One:
1) Right click your .run file, and select Properties.
2) Go to the permissions tab, and check "allow executing file as program".
3) Close out of that window, and download click the .run file, and open it in terminal.

Way Two:
1) Open your terminal. (Applications/Accessories/Terminal)
2) Navigate to the directory of the .run file. (ex. mines on my desktop so it'd be "cd ~/Desktop") and press enter.
3) Type "chmon +x name_of_file.run" and press enter. (Sometimes this maynot work, I recommend it, but if it doesn't skip to step 4, and it should install)
4) Now type "./name_of_file.run" and press enter, and now the installer should run. If not then right click your .run file, and select Properties, and then go to the permissions tab, and check "allow executing file as program".

Way Three:
1) Open your terminal. (Applications/Accessories/Terminal)
2) Navigate to the directory of the .run file. (ex. mines on my desktop so it'd be "cd ~/Desktop") and press enter.
3) Type "sudo name_of_file.run"

If you're still having trouble, try reading this tutorial.

.tar.gz or .tar.bz2
As a last resort, you can download a .tar.gz file. The .tar.gz file extension indicates the file is a compressed set of files and folders (the compressed files you see in Windows usually have a .zip extension). If you see the .tar.gz, it could be compressed files that have a precompiled binary file, or it could be compressed files that have the source code allowing you to compile the application from source.

If you have trouble installing a .tar.gz file, you can ask for help here or on the Ubuntu Forums. (Must be registered on Ubuntu Forums)

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