ArdupilotMegaPlanner was written in .net which is a Microsoft language that they opened up the standards to. An opensource mutiplatform version of .net's CLR came out called mono. Ubuntu comes with mono installed so you can run ArdupilotMegaPlanner.exe without installing anything. All you have to do is open ArdupilotMegaPlanner.exe with mono and your golden.
Here are the steps I used to get ArdupilotMegaPlanner running. Right click on ArdupilotMegaPlanner.exe and select "properties" now check the the "permissions" are set to executable. Now click on the "open with" tab click on "add" a new window will pop up and on the bottom you'll see "use custom command" type "mono" (without the "") and hit the "add" button now double click on ArdupilotMegaPlanner.exe and you should be good to go. There are some glitches like the graph bars are sideways, the setup tool freezes and mavlink and pid adjuster only works through telemetry (which is fine by me because that is how I was wanting to use it any way), but the important functions like the firmware unloader, updates, and flight data work great!!
Oh ya it doesn't open a whole window just a menu bar that doesn't stand out at first. nothing is wrong it acts the same way in windows.
I would like to say thank you to Michael Oborne for writing the the program, making it open and available to all of us, and for writing it in a multi platform language that we all can use.
P.S. with mono installed Mac users should be able to use this program as will