Onlamp.com has made a small tutorial on how to get Nessus 3.0 running on Ubuntu.
Here you are.
I for one have no particular problems with the fact that Nessus has gone to a closed source model from version 3, with the exception that this means I cant run Nessus on some of my platforms of choice (ie, Gentoo Linux). However, since a package is available for Debian 3.x, I wondered if it would work on Ubuntu. This didnt prove too difficult – I expect because Ubuntu is based on Debian 3.x and also because the Nessus developers have historically bundled their own versions of libraries to prevent library dependency issues (that seems to be the usual reason for not being able to install Debian packages on Ubuntu for me).