This information is taken from the Ubuntu Documentation (here) and any copyright remains with them. This is here for my own use.
Playing Restricted Formats in Ubuntu.
Follow these steps to play most common multimedia formats, including MP3, DVD, Flash, Quicktime, WMA and WMV, including both standalone files and content embedded in web pages.
Using the GUI (Synaptic)
Go to Applications → Add/Remove...
Set Show: to All available applications
Search for ubuntu-restricted-extras and install it. Note that there is also xubuntu-restricted-extras (for Xubuntu) and kubuntu-restricted-extras (for Kubuntu.)
Or open the Terminal (much faster), and execute the following command:
sudo apt-get install ubuntu-restricted-extras