Take heart... linux reaps great rewards to those who hunt around for solutions.
I have always found that for most things, there are dead ends for incompatibilities and other problems with Windows...mostly reboot or reinstall the OS. Or you just deal with the fact that you can't get what you want.
Linux has the opposite problem... you can find ten billion solutions for your problems... the trick is A. finding the solution that works for your situation, and B. finding complete instructions.
Wacom (usually) has fantastic support for linux (driver-wise, if not rich in easy-to-understand directions) and most unices (plural of unix... trust me) and always has.
The problem is they have a number of different models these days... and folks just assume you install the wacom scripts/drivers and be done with it. You may have to go in and alter things a little bit, basically swap out the appropriate names for things. The last how-to I've seen actually teaches you how to do that. Warning: It does involve the command line. You will use "ls" a *lot*.
Try it out, take careful notes, that way you can make sure you remove everything if it doesn't wind up working. Backup EVERYTHING. This means your unaltered originals, even your newly changed files. You will never regret making an extra backup, believe me.
I am not actually familiar with the Bamboo... but I remember another product which didn't have explicit drivers for it by name, but using the other generic driver actually worked pretty well.
Take notes, and keep your "Linux in a Nutshell" by your side.
"
Linux in a Nutshell" is put out by O'Riley publishers. Yes, it is a bit more pricey than the others, and it's impressively thick and stodgy looking. Ignore that. It is a delight to read, they explain things without treating you like an idiot, and... it is exhaustively referential. It's an encyclopedia for all basic things linux. It will save your life on occasion. You won't regret it if you plan on using Linux at all beyond point-and-click.
Some tips for hunting for how-tos and other tutorials on-line:
Check to make sure you know your version numbers, and also keep an eye on when the various posts were written. Often, solutions are posted for current versions of things... this is particularly important for Ubuntu, which has a set update schedule. While anything related to the command line and a few other things probably won't change much, features, modules and program availability on can, so keep that in mind. This is especially true for gui programs which might change where certain files are put... and looking at an older version might mean you'd run into compatibility problems.
The second difficulty is the ever-problematic search. You have to know what you are talking about to search for what you want to know about.
The only way I really know how to deal with this one is to look around what you already know and put in keywords that get close to what you need, and with each search you can get closer to what you want.
It's also possible that I'm teaching my grandmother to chew cheese, but I thought a few newbie-level pointers *might* be useful. If not, then perhaps someone newer to the concept than you can use them later.
Now for something directly relevant to this discussion:
when you are being prompted for a password, is it saying something like "access denied" or "you can't do XXX"? OR does it just prompt for a pass word and fail silently when you don't provide one?
I ask because the former is most likely that you have to be root to do what you are trying to do... or it could be something else. I haven't used ubuntu in a while, but debian isn't that different, and I remember it pretty well.
But don't mind me. I'm a shameless linux partisan. I won't hate on you for sticking with Windows,
but I'm usually good for some penguin-related warm fuzzies.
Personally, I'd go for Debian before Ubuntu... but some say that Ubuntu is more user friendly.
I don't like being herded down the strict six-month update cycle... but I'm lazy, old-school,
and am performing a balancing act of dependencies with all the various programs I run.
You can also check out the ubuntu wiki, which has all sorts of links to current how-tos and what have you. They also post questions and answers to weird situations, plus give you a base-line for the kind of knowledge you need to maintain your system. There is kind of a learning-curve with linux... it's not difficult, or require nerd-level dedication(it does help!). There are a lot of assumptions that linux world has that will seem alien at first to a Windows user. I can think of no better way to navigate that than to go through a wiki and read people's questions and answers.
Click here to get to the wiki! 
Have fun! When it ceases being fun, stop. That's nature's way of saying it's time to take a break.
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