Install the ubuntu-restricted-extras in Synaptic. It adds flash, java, mp3
and video codecs. They are not installed by default for legal reasons
(mainly to comply US law where these things are considered patent
protected), but are packaged for your convenience for those outside of the
US. US residents can still install them, but you should technically should
pay for them. If you think it is crazy to pay then that's what you get for
having a patent office that is out of control. :) (Canada and much of Europe
do not recognize software patents. But that could change if the US pushes
through ACTA.)
They are also in Software Centre, just search for restricted to find it.