To install the tar.bz, you first need to extract the data in the
compressed file (right-click -> extract here)

then, if what they provide is the source code, you have to compile the
program. To do that you generally need only "build-essential"
installed (sudo apt-get install build-essential checkinstall)
--checkinstall is an extra build program that attempts to put the
compiled program in your package manager (synaptic) for uninstalling
later.

Then navigate to the directory you extracted to in your terminal and
run the following
./configure
make
sudo checkinstall

Depending on the source, the program will be in your menu after you
are done, or you may have to launch it from the terminal (or
alternatively create a shortcut on your desktop/menu). There is the
possibility that you will still not have a working program if you have
dependencies that are not met. you will get an error message, and
then have the option to install those dependencies with apt-get.
However, it is possible in doing that, that you will be changing
dependency versions that other programs rely on, thereby breaking
those programs. When I have dependency errors with something
installed this way, I generally just abort so I don't further risk
screwing something else up. By running "checkinstall" instead of
"makeinstall", you should be able to cleanly remove/unistall the
program from your package manager. Emphasis on "should".

See here for some additional advanced options and a more detailed explanation:
https://help.ubuntu.com/community/CompilingEasyHowTo

I think most people would not recommend compiling for newcomers to
Linux, just because it can cause unwanted problems. (I learned that
from this list! :-)) Then again, I started doing it around week 2-3 of
using Ubuntu (which was my first full install of Linux). That is part
of what I love about Linux, if you want to risk a mess to get
something you want, you have the right and ability to darn well do so!


If you are new to Ubuntu, I have found the below site particularly
useful, in addition to this list and the Ubuntu forums.
www.psychocats.net/ubuntu/installingsoftware