Ubuntu Installation :: Add A Radio Station In Music Player - Mplayer1.0rc3

I recently tried to add a radio station in Music Player only to get a message from the site (Classic FM - UK) that "You appear to be using Linux, please get MPlayer1.0rc3)." So I went and downloaded the install zip file and extracted it to the desktop. Now, in Windows it's easy - there is always a file called setup.exe/other standard name and suffix. But no matter how long I look into this folder from MPlayer I just simply don't know where the exec file is and neither do I ever seem to find installing ANY third party linux stuff on Ubuntu straightforward.

if one of you could take a look at this zip from here: [URL] This is now the sixth or seventh occasion on which I've found users of Linux assuming that everyone under the sun understands what their instructions mean for noobs. I do like Ubuntu but there is a certain attitude among long-term users which is not particularly helpful and which I am certain prevents new people from taking it up; namely that the prime misconception remains that it's assumed "open a terminal and sudo to nautilus" etc is going to make any sense to someone who has just stopped using Windows after 20 years.

So far, I love the start up speed, the manoeuvrability, the customisation of Linux. But I don't like the chore involved in simple functions like the above. Hell, I don't even know if MPlayer1.0rc3 is the same as Music Player! Why? Because, as you'll see from the above link, the makers can't be bothered to tell you anything other than to speak in Linux-Speak. I'm having the exact same issues with getting a Wacom tablet to work - ten million pages of Linux-speak and not a single straight-forward instruction. It's all devrules and sudos and hidden files.... It is sorely tempting to just give up and go back to the evil monster that is Microsoft.