INSTALLING APPLICATIONS IN UBUNTU

You can certainly install applications in Ubuntu without using the repositories, however, using the repositories is a lot more convenient and much quicker. By using a repository you just pick the software you want and click "install", there are no confusing installation wizards or setup programs to deal with. There are some exceptions (some programs might ask you a question or two), but those are very rare and usually only apply to server/system packages that most people don't really care about. For example, to install wine all you have to do is run this command in the terminal:
sudo apt-get install wine

Internet Explorer can be fairly easily installed with a program called IEs4Linux. This neat program will download and install Internet Explorer 6 for you and even put a shortcut on your desktop if you want. There's a step-by-step on installing Internet Explorer on Ubuntu here: http://www.psychocats.net/ubuntu/ies4linux
Having said this, may I ask why you're installing Internet Explorer? Ubuntu comes with a number of great web browsers, including Konqueror, Firefox and Opera. You have lots of choices when it comes to web browsers and on Linux, Internet Explorer isn't really the best choice, in my opinion.

With regards to running Windows applications under Wine... that can be tricky. Depending on the application it may just install right off the CD, or it may need some tweaking which is beyond the scope of this discussion. If you absolutely must run Windows applications on Linux, I suggest getting CrossOver Office, the commercial version of Wine, which includes lots of handy GUI tools on getting your Windows applications set up under Linux. Check out their website for more information: http://www.codeweavers.com/products/cxoffice/

Before you try Wine or CrossOver, may I suggest trying some native Linux applications that do the same thing? The Linux Alternatives project website has a list of popular Windows applications (including Photoshop and MSOffice) and their Linux counterparts. Check out their website for some ideas: http://www.linuxalt.com/ In fact, some of the Linux programs listed there is available in Ubuntu's repository, all you have to do is just install it. For example, you can use GIMP (comes preinstalled with Ubuntu) instead of Photoshop, or if you're really used to the keyboard shortcuts, look up GIMPShop. Need Microsoft Word? Try AbiWord or KWord. Need Excel? Try GNUMeric or KSpread. Need a fully blown office suite? Try OpenOffice.org (also preinstalled with Ubuntu).