Ubuntu Geek posted a guide about installing Tor with Vidalia GUI on Ubuntu Linux

Do you want completely anonymous internet access? For Free? Tor is the open source leader to anonymous connections on the internet, you can anonymize your internet presence from AIM/ICQ/MSN/ Jabber/IRC/WWW/FTP and you can even issue a torify command at the command prompt to anonymize your wget/ssh/lynx/ftp/perl or whatever. Basically tor is for the people by the people, it is only alive because we make it so, we can choose to use it freely or use it freely and help it out by running a server on your computer to make the internet safer.

How to install Tor with Vidalia GUI on Ubuntu