Actually, Tor itself has a Linux version. You can find it at their download page. They put on different versions for different distributions, so it is a little complicated. For Ubuntu Gutsy Gibbon, here is what you would do:
Go to System > Administration > Software Sources. Go to Third-Party Software and click Add. First add this line:
deb http://mirror.noreply.org/pub/tor gutsy main
Then click Add again and add this line:
deb-src http://mirror.noreply.org/pub/tor gutsy main
Now click close. If it asks you to reload something or something like that (I cannot remember the exact name now), say OK.
Now open up a terminal (Applications > Accessories > Terminal) and type in:
apt-get install tor
The reason for all this hassle is that now you will automatically get updates along with your regular OS updates.
Hope that helps you!