Installing new application

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http://askubuntu.com – I got few linux applications from a chip(MAGAZINE) cd i wanted to try it(especially vlc and a few others) but didnt know how to install them. I saw a button named install it gives me some info but cant i install things like i used to with windows. I installed a few with software center but my net connection is slow and it took me more than a hour to download an install a 10mb software.SO ploz tell me how to install such softwares. (HowTos)