[Xero]

From the command line, use:

sudo apt-get install ubuntu-restricted-extras

I believe that's the majority, if not all of the codecs, along with stuff like Flash, Java, Microsoft Fonts, etc.

It's in a disabled repository but I think it enables it (or gives you the option to) when you use the command.

Real Player needs to be installed separately (technically you just need the codecs but Ubuntu doesn't provide them by themselves for proprietary reasons I suppose). I think the package/command is:

sudo apt-get install realplayer

For DVD playback, it's two commands:

sudo apt-get install libdvdcss2
sudo /usr/share/doc/libdvdread3/install-css.sh

While you're at it, you may as well install VLC:

sudo apt-get install VLC

Also, let me say don't get frustrated and try to stick with it. Switching to Linux (currently running Arch) was probably the best thing I've done with my computers, but I went through many uninstalls/reinstalls/dual boots of Windows before I felt comfortable enough to ditch Windows all together (something you may or may not do).