Program diappears after I restart VirtualBox

Sun Jan 22 16:49:45 UTC 2012

I m  new in Unix/Linux.Trying to install program called  NEK5000
Will  appreciate  any help.I  have  windows 7   .I ve installed Oracle
Virtual Box and  put ubuntu  inside .I  m able to  install SVN client
and it  appears on my desktop .After I restart VM it  disappears .
What  can I  do ?
I also need detailed instructions how to install NEK5000 for  dummies .
Thank you
Edward
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