I installed Sublime Text 2 from source.
How can i open text files with sublime?
How can add sublime text to application list?
How can i set up subime the default text editor?
Refer to the following two figures :
To set it as default, I guess you can take a text file, right-click on it, go to the 'open with' tab and select our application and set it as default.
I guess the easy way would be to use the WebUpd8 PPA to install Sublime Text 2. Instructions can be found on http://www.webupd8.org/2011/03/sublime-text-2-ubuntu-ppa.html
Other than that you should be able to do it using the menu editor. I use a danish language desktop, so I don't know what it's called on the english desktop, but you can start it from the terminal by running the 'alacarte' command.