Can't get it work

Are any of the compiz desktop effects enabled? That is, do you currently see effects on your desktop such as:
 * wobbly windows
 * drop shadows on windows
 * window thumbnails when you hover over a task in your panel's window list
 * animated workspace switching

Yes, i've activated some of the effects, but nothing happens.. aboslutely nothing, so no, none of those things appears

This means that your problem is that compiz and your video card (drivers) aren't cooperating. Avant Window Navigator currently needs "compositing" support (the feature that allows for transparency and all the desktop effects that compiz provides) in order to run. To fix compiz, I would ask in one of their support channels:

http://wiki.compiz-fusion.org/Join%20our%20community

Alternatively, you could switch back to the default window manager (metacity) and enable its compositing support. However, I should warn you that metacity does not come with the plethora of desktop effects that compiz has, but it is sufficient to run Awn. To enable metacity's compositing support, you need to install and run the "Configuration Editor" (also known as "gconf-editor"), which is similar to the Windows registry editor. Navigate to /apps/metacity/general/compositing_manager and make sure that it's checked. When that is checked, Awn should be able to run properly.

I can't find "metacity" under apps? or is "/apps/metacity/general/compositing_manager" some kind of shortcut..? please, remember, I'm a newbie :)

As an example:

http://linux.softpedia.com/screenshots/Gconf-Editor_1.png

the selected folder is /apps/bug-buddy.
the folder immediately above that one is /apps/alleyoop/valgrind/general.

..and where can I find "apps"?

Did you install and open Configuration Editor? Once you open it, it looks similar to the screenshot that I posted, except that the folder tree will be collapsed. Click on the little arrows next to the folders to navigate.

When I try to open the add/remove thing, there is written that I should write some codes in the terminal, and when i
did write them, I should write another one, and to that I had to have "super rights", I think on english :s how do I get super rights???

http://www.imux.dk/uploads/1216922720244773Screenshot-2.png & http://www.imux.dk/uploads/1216922839866668Screenshot-3.png - in the last picture, i've done what I should do in the 1st picture

I think that questions about adding and removing programs are best left to Ubuntu's support channels (I do not actually use Ubuntu as my desktop). You can find information on where to receive help for that problem on their community support page:

http://www.ubuntu.com/support/communitysupport