Hi Ashish, Ubuntu is Debian based and .deb packages are native installable packages. You should get umbrello UML modelling tool for Ubuntu as well. Just try "sudo apt-get install umbrello" or search in Synaptic Package manager or Google on how to get it for Ubuntu.
In case you could not find any .deb package for umbrello, this link will help you install a rpm in Ubuntu: http://ubuntu.wordpress.com/2005/09/23/installing-using-an-rpm-file/ Let me know if I answered your query -- Satish Vellanki http://cs.ttu.edu/~savellan/

