Are you using the Synaptic Package Manager to download the software, or are you trying to download from a website?
It is always much easier to stick with Synaptic packaged software to start off with.
When you prefix a command with 'Sudo', you are stating that you want to run it as a Super User/ Root user. It prompts you to then to verify who you are by asking you to type in your password (This is yours, not a SU password if you have set one). It does not print anything on the screen, so might appear that you are not entering it, but it should work.) That said if there are problems with dependencies, it is unlikely to work.