help please with getting downloads to open and work

I realise mine is probably a very simple and basic problem but it has me stumped. I have installed UBUNTU Hardy Heron and configured the winmodem so I am at present working on that connection. I have downloaded 2 programmes: gnome-ppp-0.3.23 and Pang_Win_and_Linux. I can´t  seem to open either of these or get them to work. Can someone please offer some suggestion as to what simple and obvious steps I´m missing?
Charlie Bougher

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