The package manager is Linux's killer app, but new users coming from Windows or OS X don't expect it, don't understand it and don't use it. Blub phenomenon.
(If an open-source program isn't already installed. click the Applications menu, go to Add/Remove, and select the programs you want to install. Any dependencies are taken care of automatically, even for complicated packages like web servers. Click "Apply". You're done. If a free but closed-source program like Skype isn't shown, try adding the Medibuntu repository.)
Another interesting example of death-by-alternatives is the beleaguered Linspire's Click-N-Run initiative:
Stillborn? Perhaps. But in theory, CNR should have been an easy way for new converts to download and install programs the way they're most comfortable, and still benefit from the OS's package manager.
ubuntu hardy comes with FF3 installed, and typically you can install most software you need using Synaptic (from the GUI, apt-get from the command line). You might also be able to find a binary version on the site where you downloaded from (look for .deb files).
If that's not an option (which is possible with FF3 if you're using an older version of Ubuntu) then chances are you need to build the software you downloaded from source and this is where it gets more complicated (although not that complicated unless you happen to get errors).
In case anyone is new to Linux and curious here are the typical steps to building a package from source.
> wget http://example.com/somefile.tar.gz (or you can download with the browser)
> tar zxvf somefile.tar.gz (or you can extract the archive using your desktop manager)
> cd somefile
> ./configure (if you don't see a configure and there is a file called Makefile present you can skip this step)
> make (this will compile the software)
> sudo make install (if you didn't get any errors during make you can use this to install the software)
Depending on the specific software you are trying to install you might need to pass configuration options to ./configure, you should typically look for such things in the instructions for the particular software you are trying to install. Also note that on Ubuntu you should install build-essential first (sudo apt-get install build-essential).
you installed it wrong. on mac os or windows, you download a program from /its/ website and run /its/ installer.
on ubuntu (or pretty much any linux distribution or *bsd), you look to your vendor for pre-compiled packages of this software (linux distributions using dpkg, rpm, whatever, bsds using ports/pkgsrc/packages). so on ubuntu you run whatever package management utility comes with it and tell it you want to install firefox 3. it fetches a package built by another ubuntu user and installs it.
of course, you can manually download/configure/compile/install any of this software, but using pre-compiled packages is usually much easier, faster, and integrates better with your other installed software.
The point about the package manager aside, if a program comes without an installer, it is not the fault of the operating system, but of the respective software package.
There is software for Ubuntu that comes with an installer (for example Netbeans), so the responses pointing to Synaptic didn't cover all the bases.
I thought it looked slick and was very usable.
Then I tried downloading and installing Firefox 3.
I grabbed it, unarchived it and then.... then what? Where's the bloody installer.