What application is Software Center?

The Software Center is at /usr/bin/software-center. Please note that it can handle Debian packages (.deb) only.

Where are you downloading the files from, and what format are they in?

The software centre as pointed out by Thomas is designed to fetch programs from the Ubuntu repositories. you can add other repositories or personal package archive (ppa) and it will even open Debian style (.deb) packages.

To install other software is still possible but a little more difficult. I recommend you try to find the software in the official repositories first by searching the software centre.

If you cant find what you are looking for then try to find a ppa packaged for the version of Ubuntu you have.

If you cant do either of these then you need to ask for help.

If possible try to find a .deb package if not you can install from source (usually a .gz download)

Tell us what you have downloaded and from where. One of us should be able to help.

Alternatively what are you looking for? It may be that it has already been packaged for Ubuntu and somebody here knows where to get it from and how to install.

I suggest you use gdebi to install deb files, or use:

sudo dpkg -i filename.deb

in a terminal

Hello,

Just a remark, don't know if it will really help you:

Sometimes when you are installing a package graphically there is such a question as you saw ("chose another application"). On this window it's not really clear and user-friendly, but if you simply click on the "ok" button without trying to select an application, I think that your system will chose apt-get, which is the default, and the install will be launched right away.

good luck
Enrico