I have moved from mandriva to ubuntu, this was due to the fact that i just purchased an orinoco gold card and ubuntu was the only distro it would work with after installation.
Only now with ubuntu i want to install other software from source, but keep coming up with the same problems that certain librarys dont exist.
Is there any way i can install all the librarys in one go instead of one at a time?

My guess is no. I have not used ubuntu, but when I was testing kubuntu I noticed that most of the "default" dev librarys are not install. So you will need to install the dev pacakges that are required. Or you can brave it and do something like

But you will end up with every dev package in the ubuntu repository.

If the program is packaged in Ubuntu but you want a newer version, you can try sudo apt-get build-dep programName to attempt and fetch the program necessary build libraries. If not, you'll have to run ./configure until you get all the required libraryName-dev packages.

From the post I am guessing that he is installing from a source (non-ubuntu).

Yep, you're right.

Tried the command apt-get install *-dev but recieved an error from it.

Am trying to install kismet at the moment and receiving the error

checking for main in -luClibc++... no
configure: WARNING: uclibc++ not available on this system
checking for main in -lstdc++... yes
checking for group 'root'... yes
checking for group 'man'... checking for initscr in -lncurses... no
configure: WARNING: Unable to find libncurses
checking for initscr in -lcurses... no
configure: error: Unable to find libncurses or libcurses

Does anyone know which package i need to install for this?

My guess is libncursesX & libncursesX-dev (X = version). My apt-cache search libncurses is showing version 5, but I am using Debian Sarge.

Thanks diilbert, that did the trick. What command did you use to search the apt-cache so i know what to do next time i find something missing?

Am installing another program at the moment, while running configure i get the error

checking for suitable m4... configure: error: No usable m4 in $PATH or /usr/5bin (see config.log for reasons).

Any ideas

To answer your first question:
Check out the APT Howto for more command details

If you are running a desktop manager you could always install Synaptic. Although I still find myself using the apt-cache command more often, since I can pipe the results through grep enabling me to narrow the results.

For the second problem:

Why is it looking in /usr/5bin for libraries?
to see if m4 is installed try:

And there should be and ii next to the m4 package if it is install (although it should be).
Otherwise install it and re-run your configure script.