Another way is to install User-mode-linux. I've never used it though, so I have no idea how to use it.

Open Sysnaptic from the 'System ->Administration ->Synaptic Package Manager" option, and using the Binocular Search tool, search for andboxing, uml-utilities and user-mode-linux are the last two options. Install those.

Here's a tutorial by Carla Schroder User Mode Linux How To