http://blog.irrepupavel.com/2007/02/installing-latex-style-files-sty-on.html THIS LINK IS DEAD!
SEE post http://timothyandrewbarber.blogspot.com/2012/11/placing-latex-sty-files-in.html for manually installing .sty files instead!
However, I noticed, as I previously mentioned, that the version of TeX Live in Ubuntu 12.04 was outdated. Ubuntu tends to run behind on some things in its repositories.
To install the latest TeX Live, 2012, I found this:
installation - How do I install the latest 2012 TeX Live on 12.04? - Ask Ubuntu
sudo apt-add-repository ppa:texlive-backports/ppa
sudo apt-get update && sudo apt-get install texlive
I then installed the texlive-full package through synaptic just because I didn't feel like going through and picking the packages I needed, :P.
$ sudo apt-get install texlive-full
It looks like 12.10 should come with the 2012 version of TeX Live.
Sorry the blog is messy. I've been quite busy. I also apologize to not replying to some comments. I just haven't had the time at the moment. Got some good stuff coming though such as using Asymptote. I really like it. It's not too hard and the figures look great. I am happy so far as it replaces Origin for my needs.