Ah, yes. The up-and-coming new wave of computer users are scared of the command line, so most package managers also have a graphical front-end. :)
In Ubuntu Linux(6.06) there is an interesting program called Synaptic. You open this program, search for something, then hit the install button.
I could name quite a lot more. There tends to be a free (and Free) program for everything, though. The only program I've come across that doesn't have a totally free equivalent is Cedega.
Everything is free! In fact, the only linux programs I can think of that you have to pay for are VMware,and MySQL(and both of those offer free versions).