Ok, I'm running a Ubuntu 8.04 distro, with KDE installed (not the full Kubuntu).  I tried four times to install on KDE, but I couldn't get it to work, (I used this guide for two of those times).  I then thought that I would try it on Gnome using this guide.  It worked just fine.  It runs in Gnome and in KDE now.  I don't know what the problem was, but I finally can play without going into my Windows partition (I like to stay out of that as much as possible.) 

Thanks!