Configure your Ubuntu repositories
Configure your Ubuntu repositories to allow "restricted", "universe", and "multiverse". Also make sure to have "recommended updates" enabled. You can follow the Ubuntu guide for instructions on doing this.
Setup your sources.list
Note that this is for installing the PR2 ROS debians and does not contain instructions for setting up the real PR2. Setup your computer to accept software from packages.ros.org and Clearpath Robotics. ROS Hydro ONLY supports Precise, Quantal, and Raring for debian packages.
Ubuntu 12.04 (Precise)
sudo sh -c 'echo "deb http://packages.ros.org/ros/ubuntu precise main" > /etc/apt/sources.list.d/ros-latest.list'
Ubuntu 12.10 (Quantal)
sudo sh -c 'echo "deb http://packages.ros.org/ros/ubuntu quantal main" > /etc/apt/sources.list.d/ros-latest.list'
Ubuntu 13.04 (Raring)
sudo sh -c 'echo "deb http://packages.ros.org/ros/ubuntu raring main" > /etc/apt/sources.list.d/ros-latest.list'
Mirrors
You could also use a geographically closer mirror from the following page but you might want to check how up-to-date it is: ROS/Installation/UbuntuMirrors
Get released packages earlier
After a new version of a package has been released it takes some time until it gets synced into the public repositories referenced above. This is mostly to give it some soak time and check for regressions.
If you don't want to wait for the sync but want to use the latest-and-greatest version of ROS packages (even if that might sometime get you unstable packages) you can switch to a different apt repository. You need to change the above entry to use the following URL instead:
http://packages.ros.org/ros-shadow-fixed/ubuntu
Set up your keys
wget https://raw.githubusercontent.com/ros/rosdistro/master/ros.key -O - | sudo apt-key add -