First off, you shouldn't need to download apps from the web (at least most of the time) as the Ubuntu Software Centre, found under the Applications tab in the upper left of the screen, contains most of the applications you will need on Ubuntu, all for free. The Software Centre is divided into categories (Office, Web, Programming, etc) and all you have to do to install software from it is to hit the 'install' button and enter you user password, and you're all set.
Now, onto specific applications.
Visual Studio: If you're planning on doing development on Linux, you may want to check out the accepted answer to this question on Stack Overflow. The default text editor on Ubuntu has built in support for syntax highlighting of a great many languages and can have it's functionality expanded with plugins (many of which some preinstalled). If you're looking for an IDE for a particular language, then just search for that language in the Software Centre (you probably don't need to include 'IDE').
Nero: Fluendo is available from the Software Centre for $25 under the recently introduced 'for purchase' category.
Adobe Reader: Ubuntu has a built in pdf viewer called Evince.
Alcohol 120%: Ubuntu has a DVD burner called Brasero, though I'm not sure how it compares to Alcohol in terms of features.
WinRAR: Ubuntu has a built in archive manage that can handle .zip and .tar.gz. Though if you want to use WinRAR, I think there's a Linux version available.
Total Commander: Nautilus is Ubuntu's window manager. Play around with it and see if it has the features you use in Total Commander.
Far: Nautilus and Archive Manager, mentioned as possible alternatives elsewhere in this list, may be able to replace this, though I've never encountered Far before so I can't say for sure.
Vizio: I think Dia, found in the Software Centre, is what you're after there, though I've not used Vizio so I couldn't say how it compares.
Adobe Photoshop: The Gimp, available from the Software Centre, is the bext bitmap editor available on Linux, and Inkscape is available if you want to do some vector editing.
Microsoft Office: Open Office is the primary alternative to MS Office and is preinstalled in Ubuntu.
BitTorrent: Transmission is the torrent client preinstalled in Ubuntu
Security: ClamAV is a good anti-virus program, not preinstalled but found in the Software Centre. The Ubuntu firewall is good and so you won't need a third party program.
Browsers: Firefox comes preinstalled on Ubuntu
Messengers: Empathy is the preinstalled IM/IRC client on Ubuntu. It supports a wide range of services including MSN, Gtalk and Facebook Chat.
Music players: Rhythmbox is preinstalled on Ubuntu, although I personally use Banshee (available from the Software Centre) because of the increased functionality. If you're used to WinAmp, then you might like to check that one out.
Codecs: There are few preinstalled codecs on Ubuntu, but support for pretty much all AV filetypes is available from the Software Centre. Just search for 'Gstreamer' and you'll get a list of codecs that provide the support for a multitude of formats. Check them out and install the ones you want.
.txt files can be opened in Ubuntu's default text editor, Gedit, and the various images formats can be opened in the default image viewer.
I've done what I can here, though you're going to have to fire up Ubuntu and play around with it and see what it does for you. Remember, just search the Software Centre and see what you come across.