It's usually best to install an Ubuntu package from the repository rather than from websites (the packages will usually contain older software, but the software is better tested to work with Ubuntu).
The simplest thing to do would probably be to reinstall Ubuntu, then follow the instructions to install from a package repository here:
I do not think there is a package for the AMD-APP-SDK, so you'll have to install that manually.
Also, I've had better luck (less bugs) with Debian Stable rather than Ubuntu, but the software is a little bit older than what's availabe for Ubuntu. I have succesfully mined cryptocurrency on Debian 6 and 7 with a Radeon HD 6850.