Actually do it from searching in Synaptic. You want ubuntu-restricted-extras.
Just search for restricted and choose it from the list. If you are using one of
the other *buntus then install the one for your desktop.

If you do a Google search then you can end up with the wrong one. You need to
one that matches your Ubuntu version and you need to know that you can break
your package manager by installing something that is incompatible from the net.
Another good source of packages for Ubuntu is getdeb.net. There is also a
playdeb site for games.

If you can find it you can install win32codecs, but it is no longer in the
repositories. When given the choice choose the dedicated program if you can get
one rather than the open source one (shame on me for saying that) because they
give some compatability, but aren't quite there yet. An example of this is Sun
java's jre over the open source one. Some sites and programs don't work well
with it. Also install vlc if you haven't done so yet, even if you don't use it
because it comes with lots of multimedia libraries. Go to the repositories first
in every case as it will give the best match. Go outside the repositories as
necessary, but only if it is unavailable in Synaptic.