If you are downloading the CD and not the DVD image, you may also want to consider downloading and installing the saner-restricted-extras package for your architecture.
This package not only includes all multi-media codecs (including those to enable playback of any dvd), but also Adobe Flash 10.1 and sun-java6. Also, included are the Microsoft fonts and vlc.
After downloading the proper .deb for your architecture, make sure that the main, universe, multiverse, and ubuntu partner repositories are enabled under Software Sources (System > Administration > Software Sources.) Then open a terminal and enter:
sudo aptitude update (yes, please use aptitude.)
Then cd to the directory where you downloaded the .deb and enter the following:
sudo dpkg -i saner-restricted-extras-amd64.deb (or saner-restricted-extras-i386.deb as appropriate.)
It will not install successfully (as it is a meta-package and the dependencies are not yet installed.) Then enter:
sudo aptitude install sun-java6-fonts
Aptitude will then propose an unacceptable solution (such as removing saner-restricted-extras) to which you need to respond:
It should then propose to download and install all dependencies (if it does not, respond no again in which case it may take a minute or two) to which you respond:
The only item left unresolved will be libdvdread4 recommends head (and there is no head so this is a bug in the libdvdread4 package but will not have any impact.) Respond y <enter> once more and then all dependencies will be downloaded and installed. The sun-java6 package will require license agreement but will proceed with installation once that is done.
Important: Make sure to not agree to any proposal to delete packages aptitude makes.
The DVD images already include the saner-restricted-extras package so you only need to do this if you are downloading and installing one of the CD images.