For many Linux users such as myself, the worst part about leaving the Standard Windows Operative System is that many of the programs that we are familiar with don't run on Linux Operative Systems.
The answer? Wine... No I'm not saying for all of you to get drunk... Wine is a Linux based program made to emulate the conditions of Windows, so that you can run several Windows only programs on your Linux Operative System. You can check them out here: www.winehq.org
To get started you can try tutorials to help you understand how to program works:
-Ubuntu forum: Wine
If you don't like Wine you can always try other similar programs such as CrossOver