Welcome to the world of Ubuntu! I can help you with your issues, but I need more information. What files are you trying to install? Where are you getting them from? Which version of Ubuntu are you using? You should try exploring the Ubuntu Software Center, there you can freely download thousands of applications, installation is automatic and easy. The Ubuntu Software Center is included with every version of Ubuntu, from 10.04 to 12.04.
It is important to know that by default Ubuntu can not install Windows 7 programs, to do that you need to install a program called WINE (available for free in the Ubuntu software Center.) You can tell if it is a Windows program if the installer file ends with .Exe If you try to open a .exe. in Ubuntu without WINE you will recieve an error message.
Ubuntu program installers end with .deb, no extra software is needed to install deb files. :)