You install programs through the console (like windows cmd window).
Usually you change the directory to the program like cd installdirectory then sudo sh installme.pl sometimes when you're in the directory its sudo ./installer
I'm still to noob to know the difference and also not sure when sh should be used, but I know sudo is the "run as admin" (root) command.
Linux doesn't run .exe files by default.
If you need to install Windows apps it's done through Wine.
Not all programs are linux compatible even with Wine, that's where the Linux alternatives come in.
Ubuntu is awesome for beginners, the add/remove programs has a search bar, you just find what you want and BAM it puts it on...no linux knowledge required.
30/05/2008
Super Mario World
Gold Coast, Queensland