How do I download and install programs on Linux? I'm a complete newb, and I'm realy confused! Help ASAP please?

It depends on the distro of Linux you're using. Some of them have packages, which are like Windows' installer files, on others you download the source file and compile the programs yourself. In wither case, it's not just a matter of downloading a file and running it - you'll have to do a little learning before you can be comfortable in Linux.