Let me start with a controversial statement: installing new software is almost always easier on Linux than on Windows. On most Linux systems, a package manager takes care of both the installation and removal of software.
See also: How to install Ubuntu Linux 7.04
Package managers have become more powerful and user-friendly. Under Ubuntu Linux, there's no need to search the web for an instant-messaging program, a DVD-burning tool or pretty much anything else; the package manager will download it along with any components the new app requires.
Free software is an ecosystem where all the code is shared, so new apps are almost always built on top of existing foundational layers. The package manager tracks all layers and the relationships among them, grabs everything required and installs it.
Getting the latest Linux software
For the most part, getting software on to a Linux system is as straightforward as it sounds. The one exception is with upgrades. With Linux, everything gets upgraded at once, so when an incremental upgrade (or distribution) appears, you get new versions of the associated software as well as the Linux kernel. The package manager only recognises applications that work with its own generation of Linux. Newer versions of the add-on software are recognised only when the Linux version itself is updated, along with its list of software iterations.
For example, I was perfectly happy using Rhythmbox 0.9.3.1 to manage and listen to my digital music and had been quite content with what it offered. Although it wasn't a bad tool, when version 0.9 came out there were new features in it that I desired. In essence, I wanted it.
My package manager knew of only version 0.9.3.1, which had been tested and crafted by a ‘package maintainer' at the Ubuntu project to work fantastically on Ubuntu 6.06. In other words, 0.9.3.1 was the only version of Rhythmbox Ubuntu 6.06 officially supported, so it was the only version I could grab via the package manager with point-and-click ease.
With Windows you can update programs as the writers release them, downloading a new Setup.exe and autorunning it. There's no Linux equivalent. You must either wait for the next Linux OS update (the entire OS, along with all its packages, is updated twice a year) or perform all the dirty work yourself, compiling your own copy of Rhythmbox 0.9.6 or whichever application you fancy.
Just don't get involved
Compiling apps can drive a Linux newbie to madness. Unless you're prepared to go down this route we strongly advise you have a little patience and wait for an update.
Twice a year, you'll get fresh versions of every app you use, courtesy of the package manager. This is fantastic, and I defy anyone to disagree. For those too impatient to wait for the next version of Ubuntu Linux to be released, there's always the option of custom-compiling new versions of applications. Once you know how, it's not that hard.
We've posted instructions online at techadvisor.co.uk for those who want to get their hands dirty.