I just got a new book on sql. So what software do I need to get started to and play around with these statements and load the querys supplied by the book. Thanks.

By the way I'M running Ubuntu Linux

Another DaniWeb poster has strongly recommended Sybase SQL Anywhere which I can neither confirm nor deny from my own experience. Postgreql is also good and free.

If you want to learn SQL, i personally would recommend using WAMPServer or XAMPP for running on a windows OS. This includes your apache server and MySQL

Yes wamp server gives you everything you will need to start learning SQL. Easy to install and you can begin using immediately