I am using Ubuntu 13.04 and I cannot watch movies online with my Firefox. I have tried installing Flash player for Windows, but it won't start installing.
First,I don't understand Windows Firefox in Ubuntu. So, I make an assumption that you are running Firefox which came preinstalled with Ubuntu. I suggest that you download the Adobe Flash plugin from the Ubuntu Software Center:
Note that this is the last official version you will get. You can also try Gnash, if you wish.
Well your first problem is attempting to use a windows application in Ubuntu.
The Adobe Flash Plugin can be installed for firefox from the Ubuntu Software Center. The major issue with Adobe's flash player is that it will never receive another update for linux.
Otherwise I'd recommend installing Google Chrome as Adobe Flash Player comes pre-bundled with the browser.