You forgot sudo. Making changes to the system requires sudo (superuser do).
andrew@andrew-desktop:~$ apt-get install gimp
E: Could not open lock file /var/lib/dpkg/lock - open (13: Permission denied)
E: Unable to lock the administration directory (/var/lib/dpkg/), are you root?
or you could just use the Ubuntu software center to get it.
sudo apt-get install gimp
That looks like Arch Linux package or Slack linux. Normally when you install stuff in Ubuntu you use what's in Ubuntu repositories - and you don't need to manually hunt down websites for installation files
xz is a lossless data compression file format that uses the LZMA2 compression algorithm. Like gzip and bzip2, concatenation of multiple compressed files is supported, but the convention is not to bundle more than one target file into an archive. Instead, xz is typically used as a compression format for files that are archives themselves, such as those created by the tar or cpio UNIX programs. xz is used by GNU coreutils versions 7.1 and newer xz is used for compressing packages by Fedora Project (starting with Fedora 12), Arch Linux and Slackware Linux.