I used to work on SQL Server 2005 in windows.Now I want to to use same database commands in ubuntu.Can I do this ? What is the difference between "MySQL" and "SQL Server 2005" ? Thanks in advance ....

They are two different databases, so no, you can't use the same commands. Just like you can't use Windows commands in Linux, or Mac commands on Windows...they're two different things.

There are thousands of differences, not the least of which is OS requirements. Try Google.

MySQL is indeed different from MS SQL. There are a lot 'the same' commands. Here's something I use at work: http://oreilly.com/catalog/9781449394097/

Since I work with Oracle, Mysql and MS SQL I needed an overview. Most basic and some advanced SQL is put in there. Note that this does not include stored procedures.

It's also a good thing to (like TB0ne said) use Google. I haven't found anything in MS SQL that I couldn't do - in a way - with MySQL.

Installing MySQL can be done via your package manager (Synaptic in your case). Please keep in mind you need to start the service in order to use MySQL. Lots of info on that, on their website as well.