You may wish to install a package you have downloaded from a website, rather than from a software repository. These packages are called .deb files. Because they may have been created for a different Linux distribution, you might find that there's dependency issues with Ubuntu, meaning that they may be uninstallable.
To find a package which you have previously downloaded using Synaptic, aptitude or apt-get, look in /var/cache/apt/archives
You can then install the package using apt-get or aptitude. You can also use dpkg.
Simply type the following command to install a package using dpkg.
dpkg -i <packageName>
Note : Though dpkg will resolve the dependencies and show you if they are not met, it will not automatically fetch and install them from repositories. In fact apt-get internally calls dpkg to install packages after resolving and downloading dependent packages.