Step 1: Open your terminal and run the following:
wget -q http://wine.budgetdedicated.com/apt/387EE263.gpg -O- | sudo apt-key add -
Step 2: Depending on which version of Ubuntu you are using... run the following command:
For Ubuntu Jaunty (9.04):
sudo wget http://wine.budgetdedicated.com/apt/sources.list.d/ jaunty.list -O /etc/apt/sources.list.d/winehq.list
For Ubuntu Intrepid (8.10):
sudo wget http://wine.budgetdedicated.com/apt/sources.list.d/ intrepid.list -O /etc/apt/sources.list.d/winehq.list
For Ubuntu Hardy (8.04):
sudo wget http://wine.budgetdedicated.com/apt/sources.list.d/ hardy.list -O /etc/apt/sources.list.d/winehq.list
Step 3: Run this in the terminal:
sudo apt-get update
sudo apt-get install wine
Step 4: Run this in the terminal:
winecfg
This will begin the initial setup of WINE, once a window opens, it's safe to close it.
WINE is now installed.
On a side-note, yay for WINE, I got it working and I can now use BYOND Virtually from my Virtual Ubuntu Interprid.