Mercurial
You need to install the [[1]] version control software. The easiest is to install it through the Ubuntu repositories. The other way to do so on any platform is to install the [setuptools] and Python headers ({{{sudo apt-get install python-setuptools python-dev}}}) so that mercurial can be installed through easy_install ({{{sudo easy_install -U mercurial}}}), with the added advantage of updating easily mercurial to the latest version in this way. On Windows, the [[2]] software is recommended since it has a graphical user interface integrated in the Windows explorer (although the preferred way to interact will be the command line).
You should configure Mercurial using its configuration file called {{{~/.hgrc}}} ({{{Mercurial.ini}}} in {{{Document and Setting/[username]}}} on Windows). Here is an example to adapt to your needs.
{{{ [ui] username = Nicolas Saunier <email_adress> [extensions] hgext.graphlog = [paths] trafficintelligence = https://Nicolas@bitbucket.org/Nicolas/trafficintelligence }}}
You are advised to follow the very good introduction and tutorial on the Mercurial website, and see the rest of the documentation, including the freely available [book].