Here is how it goes...
In the Windows world you pop a CD/DVD and will prompt with some kind of guidance and off you go. Or just fetch some EXE file from the web (hoping is not tainted!) download and double click and off you go.
On Linux there are 2 major way...
The Hard Way
and
The Easy Way.
People chooses the Hard Way since all MS users uses the same concept that is, fetch some on the web, download and install or be handed down on a disk.
The Easy Way is the way of Repositories. All you need is a good Network Connection and a good set of Repositories.
For Example, on the iPhone you have an Application Store (Apps Store) that you download and/or buy all sorts of goodies.
Linux is the same way...
Lets use Mandriva as an Example...
It has some called the MCC (Mandriva Control Center)that has a tab for Add and Remove software. By default is the Installation DVD. You can edit that by just choosing Remove (I will get to that later).
The system, will prompt you to set the Repositories once is up and running, or... Choose the one that you wish.
The one that I use is a web site called Easy URPMI ( http://easyurpmi.zarb.org/ ) It has a wizard for you to follow. At the end, will spit out a paragraph with some for you to type. You can do a copy and paste, open the console, run it as " su " (admin mode) and past it, hit enter and off you go and is a done deal, never seen it again.
Now, how do you Add/Remove Software, CODECs, Updates and so on?
Is like an iPhone Apps Store, go to the MCC and choose Add/Remove Software. In the search button you choose what you want to search for. Can not find it? Click on the Binoculars and choose descriptions, names or whatever you think you know what is. Search again, place a Green Check Mark and click Apply (you can choose more than one) and off you go!
Now, How cool is that?
On Linspire (formerly know as Lindows) it had and App store called Click-N-Run same concept.