Installing programs is easy if you click on
system->administration->synaptic package manager and select the software
you want to install. A decent internet connection is needed.

If you want free software that's not available in the repositories, you
can google for uubuntu or deb packages of that sofware and it can
usually be found.

If you want to run microsoft windows programs on linux, there are
several peecee emulation options - you can install microsoft windows in
a virtual machine using virtualbox, or you can run the program under
wine, or IMHO better yet, crossover office - see codeweavers.com for a
free trial of crossover office. I have to use visio at work, and I could
not get it to install under wine, but I downloaded the free trial of
crossover office (which is based on wine) and it installed immediately
with no problems, and I do all my visio work in linux now.

For the most part, 9.10 is an improvement over 9.04, especially if you
have intel graphics. My computers with intel graphics were almost
unusable on 9.04, but very snappy under 9.10 - but honestly, you might
as well wait and install 10.04, which comes out next month, is a further
refinement, and is a Long Term Support (LTS) release, which is meant to
be more stable than the normal every 6-month releases.