Here is a guide to install PlayOnLinux on Ubuntu 12.04.
PlayOnLinux is a piece of software which allows you to easily install and use numerous games and apps designed to run with Microsoft® Windows®. Few games are compatible with GNU/Linux at the moment and it certainly is a factor preventing the migration to this system. PlayOnLinux brings a cost-free, accessible and efficient solution to this problem. Read more about PlayOnLinux.
To install PlayOnLinux open a terminal window (press Ctrl+Alt+T) and copy+paste the following lines:
wget -q "http://deb.playonlinux.com/public.gpg" -O- | sudo apt-key add -
sudo wget http://deb.playonlinux.com/playonlinux_oneiric.list -O /etc/apt/sources.list.d/playonlinux.list
sudo apt-get update
sudo apt-get install playonlinux
When PlayOnLinux is installed you can close the terminal window and to start PlayOnLinux press the SuperKey and type: playonlinux