Ok, if this is your first distro, good choice on Ubuntu

. If not, good choice anyways hehe.
For your first question, you are not using the right approach to installing software, like, at all hehe. Ubuntu uses dpkg (which manages a database of what files are installed, and what their dependancies, etc are.. not a trivial thing and not really good to try an end run around it), which in turn has a couple of popular front ends, apt and synaptic. There is no doubt that apt is installed (usage to install a package is "apt-get install packagename"), check through your menus for synaptic package manager, if you find it, fire it up and you should be golden. If not, go into a terminal, type in "sudo apt-get install synaptic" (without quotes), it'll ask for your password, then proceed to fetch and install synaptic. Hope this helps

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For nautilus, there is an option in the prefs somewhere about open new in browser window, or something similar.