If you can post exactly what's happening it's more we can help more in fixing things. My guess without knowing anything else would be you need admin permissions to install things, which is done by giving commands as sudo [command] in ubuntu rather than switching to a root user with su which is what most distros do.
That being said you probably want to install using ubuntu packages so you can get updates when they are released. It looks like things have changed since I last used ubuntu, but it seems you need a third party repository, the medibuntu repository (instructions here
) and then add the w32 codecs with sudo apt-get install w32codecs (as described here
). By the way ubuntuguide.org
in general is a good site to have bookmarked if you use ubuntu.