This system is called the package manager and on Ubuntu you'll meet it in the form of apt-get, aptitude, Add/Remove…, Update Manager and Synaptic. All these programs are frontends to the same package manager built right into Ubuntu.
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Having problems installing something on your new Ubuntu operating system? This is a basic how-to on how to install anything on Ubuntu. Taking this of course with a grain of caution as when you make the choice to install software onto your system from unsupported sources, then the results are…well technically unsupported. Ubuntu does have a terrific resource in their main forums site, and believe me, they support you no matter what manner of nonsense you do to your PC.