Installation on Lucid can be achieved in the Terminal as follows:
wget -q "http://deb.playonlinux.com/public.gpg" -O - | sudo apt-key add - sudo wget http://deb.playonlinux.com/playonlinux_lucid.list -O /etc/apt/sources.list.d/playonlinux.list sudo apt-get update sudo apt-get install playonlinux
Click Applications, Games and then PlayOnLinux to run the application.
Once you click on the Install icon you will see that PlayOnLinux supports installing Windows applications from various categories:
The first thing that I tested was installing the Steam client – this consisted of clicking Games and then scrolling down to Steam and then clicking the Apply button. Then I simply had to click through the installation wizard.
With any luck I should be able to get my current batch of games running in Ubuntu without too much difficulty now!