This is a very condensed excerpt of the excellent article that was posted in amitech.50webs.com ‘How to install ANYTHING in Ubuntu’.
Search, install, remove available packages (preferred method)
sudo aptitude search ABC
sudo aptitude install ABC
sudo aptitude remove ABC
.deb (you have to take care of dependencies on your own)
sudo dpkg -i ABC.deb
.rpm (requires sudo aptitude install alien)
sudo alien -i *.rpm
.tar.gz (requires sudo aptitude install checkinstall)
tar xzvf ABC.tar.gz
cd ABC
./configure
make
sudo checkinstall
.package, .sh, .bin (Just download and execute)
chmod +x ABC
./ABC
.exe (requires sudo aptitude install wine)
wine ABC.exe
from http://martin.ankerl.com/2007/04/19/how-to-install-anything-in-ubuntu-condensed/