1. The download in step 2 (the files for wxPython) are in a "tarball (tar.gz2)". Not sure what you use on Ubuntu to open these. Have a look around and you should find something. Try this link though (look at the first post by MisfitI38) http://ohioloco.ubuntuforums.org/showthread.php?t=1417011
You may need to extract twice. On windows 7 with 7-zip, you extract the "tar.gz2" to a ".tar", then to the folder containing the files.
3. Extract the tarball to wherever. It doesn't really matter.
4. Look for the folder wxPython-src-22.214.171.124\wxPython\ . In this folder, there should be a script called "setup.py". Copy the path to this file, including the filename (if you can't copy this, tac it on in the next step).
5. Open the shell or whatever (like Windows Command Prompt). Not sure what the Ubuntu command is, but ( cd ) navigate to the directory of your file (paste it in). The tarball must be fully extracted.
6. Type: setup.py install or failing that, python setup.py install . NOTE: THESE ARE THE WINDOWS COMMANDS. YOU MAY HAVE TO PUT SOMETHING FUNNY IN THOSE, BUT TRY THEM OUT FIRST!!!
7. The console will stream out a whole load of cr*p. Ignore this. It should give you confirmation or whatever. Don't close the shell just yet! Open up your python prompt and type import wx . If this works? YAY! If not, boo. It didn't work. Paste the error and come back here if so.
Please upvote this if it works, as others can find the helpful post easily :)