I recently learned about a good media player for Ubuntu called Songbird.
I downloaded the .tar.gz file from http://www.getsongbird.com/, and unloaded it to my desktop. I read from one of the post on the site that I needed to move it to my home folder and just click on the songbird file. This has failed. Nothing happens. I see three files by the name "songbird", songbird, songbird.ini, & songbird-bin. The ini file opens up text, the -bin file does nothing, and the songbird file ask me "Run in Terminal - Display - Cancel - Run". But I'M not having any luck with these options either. Thanks for any all all help.

I also found a dep package out there somewhere but once it installed I couldn't get it to load, it would just start to open and then, nothing.

With 'songbird' (i.e. the actual songbird executable, the file with no file extension), have you ensured that it is flagged as executable?
Try right-clicking on it from the desktop or Nautilus, open up the properties and ensure that the tickbox to allow execution is checked.
That may help.

Otherwise open up a terminal, navigate to the location of the songbird executable and try running it from the command line. See what that does. Running from the command line in a terminal should allow you to see any error messages that are thrown in the event that the program exits abnormally. (whereas running from Nautilus/the desktop, you might not see any error messages or any reasons for the programs failure.) Perhaps there are one or more dependencies that are not met, or some other problem.

If the program just fails silently from the command line (i.e. program fails and produces no output), then I guess you're out of luck. Perhaps the best bet in that case would be to contact the songbird developers to try and find out what the problem might be!

I was going to have a go at installing Songbird on one of my Ubuntu machines to see if I could get it working and guide you through the steps required. But after looking at the songbird website and seeing the minimum requirements for songbird, I'm more inclined to stick with VLC and Rhythmbox for my *nix multimedia needs.

But I've found a page here that may be of some use to you:

Anyway, good luck!