Hi dwilliams!
Congrats on joining the Ubuntu/Linux world!
Unfortunately I have not worked with Active Directory Domain servers and so do not have any experience with it. I did a bit of research and found some guides that may be able to help you with your problem.
I am assuming you are trying to access the already established Windows Active Directory Domain Server? If not, I also looked into some guides into setting up an Ubuntu based server instead.
--- Now, on to accessing a windows ADD Server.
The first guide is fairly short and to the point and can be found at http://www.onnoot.com/wiki/how_to_join_ubuntu_samba_to_a_windows_2003_active_directory_domain Though dealing with Ubuntu 5.10 I am certain it will work for newer versions of Ubuntu as well.
It too, like SADMS, uses Samba and Kerberos, but might be a more hands on alternative to using SADMS directly.
I also found a longer guide at https://help.ubuntu.com/community/ActiveDirectoryWinbindHowto
Also give us the errors you are receiving while trying to set this up using SADMS. It'll give us a better idea of what we are looking at.
--- On the other hand if you are trying to set up a server with Ubuntu to allow your Windows (and other / Linux) machines to be authenticated from it you can use the Lightweight Directory Access Protocol (LDAP). Actually OpenLDAP. Active Directory Domain is in fact a Windows implementation of LDAP.
Again I found two guides that could be the answer, but you may want to get a cup of coffee, crack your knuckles and get ready for a good, fairly longish read.
http://times.usefulinc.com/2005/09/25-ldap
This second is a little less involved it seems: http://www.islandlinux.org/HOWTO/openldap_samba.html
---
Unfortunately it doesn't seem like there is any gui / easier method for this, but I could be very wrong here. Anybody else who knows more about this, please join in.
Keep us informed about any successes or failures. And once again, good to have you with us! Jean-Claude