Configure your Ubuntu repositories
Configure your Ubuntu repositories to allow "restricted," "universe," and "multiverse." You can follow the Ubuntu guide for instructions on doing this.
Setup your sources.list
Setup your computer to accept software from ROS.org.
Ubuntu 10.04 (Lucid)
sudo sh -c 'echo "deb http://packages.ros.org/ros/ubuntu lucid main" > /etc/apt/sources.list.d/ros-latest.list'
Ubuntu 10.10 (Maverick)
sudo sh -c 'echo "deb http://packages.ros.org/ros/ubuntu maverick main" > /etc/apt/sources.list.d/ros-latest.list'
Ubuntu 11.04 (Natty)
sudo sh -c 'echo "deb http://packages.ros.org/ros/ubuntu natty main" > /etc/apt/sources.list.d/ros-latest.list'
Ubuntu 11.10 (Oneiric)
sudo sh -c 'echo "deb http://packages.ros.org/ros/ubuntu oneiric main" > /etc/apt/sources.list.d/ros-latest.list'
Set up your keys
wget http://packages.ros.org/ros.key -O - | sudo apt-key add -