The Tor software protects you by bouncing your communications around a distributed network of relays run by volunteers all around the world: it prevents somebody watching your Internet connection from learning what sites you visit, it prevents the sites you visit from learning your physical location, and it lets you access sites which are blocked.
Tor Browser lets you use Tor on Microsoft Windows, Apple MacOS, or GNU/Linux without needing to install any software. It can run off a USB flash drive, comes with a pre-configured web browser to protect your anonymity, and is self-contained (portable).
To install it on Ubuntu via PPA, run the following commands:
$ sudo add-apt-repository ppa:webupd8team/tor-browser
$ sudo apt-get update
$ sudo apt-get install tor-browser