Ubuntu is open source software and (almost) anything with a .deb extension
can be installed just by klicking on it. However, over 25,000 tested, bug
and virus free programmes and libraries (like dll's in Windows) have been
collected and put into online 'repositories' by Canonical.

You can find word processors, graphic editorial, music and video players
etc. etc. Many are fully equal in quality to paid software for other
operating systems. You do need a fast internet connexion, although linux
software tends to be compact and not bloated like that for some other
operating systems.

You access them with an included app called 'Package kit' or something
similar, which lists and allows searching and installing. These are all
safe choices and you would do well to only use programmes from this trusted
source until you are more familiar with k/ubuntu.

Many of us prefer to install using 'Synaptic', also available in the
repositories, as it is more powerful.
Much more could be said, and will be, but this should get you started.

Installing programs is easy if you click on
system->administration->synaptic package manager and select the software
you want to install. A decent internet connection is needed.

If you want free software that's not available in the repositories, you
can google for uubuntu or deb packages of that sofware and it can
usually be found.

If you want to run microsoft windows programs on linux, there are
several peecee emulation options - you can install microsoft windows in
a virtual machine using virtualbox, or you can run the program under
wine, or IMHO better yet, crossover office - see codeweavers.com for a
free trial of crossover office. I have to use visio at work, and I could
not get it to install under wine, but I downloaded the free trial of
crossover office (which is based on wine) and it installed immediately
with no problems, and I do all my visio work in linux now.

For the most part, 9.10 is an improvement over 9.04, especially if you
have intel graphics. My computers with intel graphics were almost
unusable on 9.04, but very snappy under 9.10 - but honestly, you might
as well wait and install 10.04, which comes out next month, is a further
refinement, and is a Long Term Support (LTS) release, which is meant to
be more stable than the normal every 6-month releases.