Ideally you want to test installing it on a development server which is not your live site, so you can make sure there are no conflicts with your existing system. But in general, here are some steps to make sure that everything goes smoothly:
- If it is turned on, disable compilation before installing your extension manually (System -> Tools -> Compilation)
- Make sure you are using the Ubuntu "cp" command properly to copy the files into the appropriate directories.
- When you have copied all the files, clear the store cache, log out of the admin and log back in.
If at this stage, you still do not see the module name showing up in System -> Configuration -> Advanced this means that Magento is not picking it up from the app/etc/modules folder.
Go into {docroot}/app/etc/modules and open up the XML file from the module that you copied in there. Make sure that the XML node for is set to true and also since you're on Ubuntu, run xmllint on the file also to make sure it is valid XML.
Beyond that any problems that exist may be part of the PHP code.