Question for Linux users?!

Ubuntu , to be exact.

Where the eff do I find the programs I've downloaded? I'm a total linux noob...and even though I'm told over and over how good it is...I'm not a fan (so far) I miss windows.

But I'm trying to download GIMP to make some siggys, and every time I try, it just seems to vanish before I can open it.

Can anyone help me out? Tia.

check your downloads folder.