A great article for newbies switching to Ubuntu, especially for new comers to Linux from Windows or any other OS. The walkthrough contains lots of pictures next to explanations.

Applications How to install ANYTHING in Ubuntu!Linux applications are almost all open source and they're, unlike typical Windows programs, highly dependant on external libraries to work. You don't have to understand what libraries are, but just that Windows programs typically include parts of libraries in their installers, taking up lots of space after they've been installed because the same libraries have duplicates many places on your harddisk; Linux programs usually don't do this.

Most Linux operating systems have evolved a system where you can download the program, along with any needed dependencies, without having duplicates scattered all over your harddisk saving you lots of space. At the same time, this system allows you to have a central location from which to install and update packages. This system is called the package manager and on Ubuntu you'll meet it in the form of apt-get, aptitude, Add/Remove…, Update Manager and Synaptic. All these programs are frontends to the same package manager built right into Ubuntu.

Complete Walkthrough

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