Ubuntu is built upon Debian (if you didn't know), so if you need a program and there's no "Ubuntu" version, try the Debian one. The files you should look for are .deb
Also, go through Synaptic. It's under your Administration menu. Make sure to add repositories to get access to more programs (link at bottom of post). All you do is check the ones you want, Apply, and tada!
Also, you can build programs from source. To do this, download the source file (usually a "tarball", which is .tar.gz or .tar.bz2), untar it (when you open it up, it will look kinda like WinZip under Windows...just extract it somewhere, like in /tmp or your Desktop).
Then...to actually compile a program from source, open up a Terminal. Use cd to get in the folder you extracted. Type ./configure (it may ask some things), then "make" and "sudo make install" Then you should be able to run it!
Oh yeah, and I assumed you have no Linux experience (I didn't a few months ago...this is all stuff I learned). If you knew a lot of this, I hope you aren't insulted or anything.
http://ubuntuguide.org/wiki/Dapper#H...a_repositories
P.S. Is there a particular program that you're looking for? What did you mainly use under Windows?
P.P.S. ObiWan is right - use EasyUbuntu to save the hassle of getting some codecs and basic stuff working right.
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