I'm going to make an assumption here, you don't know a whole lot about computers right?
Which is fine, fantastic even.
So you have Ubuntu installed on your machine, and it's working correctly, you can browse the web with firefox? Listen to music etc?
One thing you might have noticed is that a lot of programs are installed for by default - ie: OpenOffice, Firefox, Evolution, Gaim etc etc
In the GNU/Linux world those Driver's disks that you get with your hardware are pretty much useless, as vendors like ATI and NVidia provide the drivers for download on the website, or some come pre-packed with Linux Distributions like Ubuntu.
Before attempting to explain why programs like MSN won't work let me just say this:
Ubuntu 4.10 - it's old now, 2 versions behind even. Get hold of 5.10 - much better.
When you are using Windows and you need to install software or drivers, generally vendors (hardware manufacturers or software writers) will provide CD's with their product. This works well for windows because it is widely accpeted as the desktop standard.
As Linux is still a new contendor for the Desktop market-place, very few vendors acknowledge it's use or importance, therefore you will not find their programs or drivers for download. But you will find many alternative versions of software, the example i'll use is MSN Messenger. Because this is a Microsoft product, it's going to be very difficult for you to get them to write a version of it for Linux, instead, we use the MSN protocl within existing message clients, like GAIM (GNU AOL Instant Messenger...i think), which can connect to Yahoo, ICQ, AIM, MSN and other networks all at the same time - muich better than one program per protocol!!!
So a short answer to your problem is:
You can't install programs like MSN on Linux, nor can you install the drivers on disks.
Why? Because they are written for WINDOWS, you need to find drivers and programs for Linux -a very good method of finding programs for Linux is to use the Synaptic Package Manager which comes with Ubuntu.
Good Luck with your travels, and may you discover a love for Linux just like many others.