Is installing software on Ubuntu or any other Linux based OS as simple as windows?

i would really like to dual boot my XP Media Center with Ubuntu 7.04. I tried using it with the live cd but i realized that installing softwares (like VLC media player) was a gargantuan task. is there any solution to it? and why doesnt ubuntu play popular media file types such as mp3, wma etc unless you install additional codecs?