First off, Ubuntu is not Windows and as such no Windows program will run on Ubuntu natively. You need to use a program like Wine to get Windows programs to run and they will never run as good as they do on Windows.
The safest, easiest, and best way to install new software on Ubuntu is through the Synaptic Package Manager (Main Menu -> System -> Administration -> Synaptic Package Manager). This program has a huge list (close to 20,000) of installable programs. The key to learn which programs are replacements for your Windows programs. Here is a short list to help you out:
Antivirus => Use ClamAV if you want an antivirus. An antivirus on Linux (ie Ubuntu) is only used to stop passing viruses from your computer to a Windows computer where it can do damage. There are no viruses right now that can damage a Linux machine without human error involved.
MS Office => Choose any of the following; OpenOffice, Gnome Office Suite (Abiword, Gnumeric), IBM Lotus Symphony, KOffice Suite
MSN/Yahoo MSG/Google Talk/... => Pidgin
Skype => There is a Linux version of Skype on their website
Internet Explorer => Choose any of the following; Firefox, Chrome, Opera
Outlook => Choose any of the following; Thunderbird, Evolution
If you really need a Windows program that you can't live without, I strongly recommend installing PlayOnLinux (found in Synaptic). PlayOnLinux is a Wine configure tool that makes it easier to use Wine and install Windows programs. Like I said earlier, it isn't perfect but at least you will have your programs. If you big into gaming I also strongly recommend you check out the following website ( http://gwos.org/doku.php ). Have fun with Ubuntu and if your running into technical issues I strongly recommend checking out the Ubuntu Forums ( http://www.ubuntuforums.org ) for help.