Wine

[Kafro]

How do you use it..
Can anyone give me a guide to it..

[JAvEX]

I assume you went with Ubuntu like you were asking about before, and I also assume you started experimenting with various things before bothering to move onto Wine. Also you should ensure that there isn't a Linux equivalent program before going to any Windoze program. Here is a good table showing many alternatives to Windoze programs:
http://www.linuxrsp.ru/win-lin-soft/table-eng.html

As to using Wine. It's pretty basic. In the terminal just:
wine /location/of/program.exe

or

if you want to install a program or game off of a cd, just change directory(cd) to where your cdrom is mounted:
cd /media/cdrom0

then list (ls) the contained files
ls

from there just execute whatever the exe's name is, for example:
wine setup.exe


Check this page out, had it bookmarked from a while back, has some nice tutorials that will help you out: http://www.psychocats.net/ubuntu/

edit:
don't forget to check for updates:
sudo apt-get update
and then to download and install the updates:
sudo apt-get upgrade

:)

[Kafro]

Thanks, I wanna know if every program from XP is compatible with Linux?

[JAvEX]

No, and that would be retarded, just stay with XP if you're going to do that, what's the point.

[Kafro]

Just asking, i've already have dual boot so im okay now.
Thanks for your help. =)

[JAvEX]

Okay, no problem. I didn't mean to insult you there, but honestly, if you need some programs from XP, do your best to find an alternative Linux program. There a many many many alternatives to the most popular Windoze software. Only your very last resort (if you can't find any alternative program), should be to use Wine to run that particular Windoze program. I gave you a link to assist you in this search:
http://www.linuxrsp.ru/win-lin-soft/table-eng.html

Of course there are more alternatives than that even, try google. There are lots of great sites to find Linux applications. Check out these two that I use regularly for Ubuntu:
http://www.getdeb.net/
http://www.linuxappfinder.com/

Also, you can find lots of packages (programs), in the Synaptic Package Manager (System > Administration > Synapt...)

By the way, welcome to the world of Linux. I hope you will get passed the learning curve, and stick with Linux. Ubuntu isn't hard at all, it's the same difficulty to learn as someone learning to use XP that is new to Windoze.

:)