Sounds like you downloaded the source code for the program. Linux is very different than windows... it's not uncommon to download the source code for a program and actually compile it yourself into an executable before installing it on your computer.It means almost everything that you run in Linux is custom-built for your specific CPU and stuff, so it's awfully efficient... but it's an awful pain a lot of the time too. In Ubuntu, just use "apt-get" or "aptitude" to install stuff. Ubuntu has pre-made packages for practically everything, so you can almost always just type "apt-get install URMOM" and it'll just download and install it all for you.