One of the great things about Linux is the fantastic Package Management System. Unfortunately, once in a while you want to install software which is not included in any of the repositories available for your Linux distribution and you run into troubles. You either need to convert package files from distribution X to your distribution or compile the source code yourself and figure out all the dependencies too. Quite painfull.
One of the commercial applications I use is VMWare and installing that from source on Ubuntu always required some kind of kernel modifications and extra non-supported patches. But those they are over it seems because VMWare now allows you to install it using a .bundle file which is basically a clean and nice installer. Installing software outside of your Package Management System has never been easier and I can only cheer for things that make our lives easier.