Officially SAS does not support Ubuntu Linux as a platform, in spite of it being the most popular desktop distribution. It will run, but there are two things you need to do:

First, reconfigure Ubuntu not to use dash. The SAS Deployment Wizard will freeze when you first click "Next" during the install if you don't do this.

sudo dpkg-reconfigure dash

That being done, you should be able to install SAS Foundation.

Second, SAS requires libjpeg to run. When you first run sas, you'll get this error:

ERROR:  BRIDGE FAILURE - ERROR LOADING IMAGE 
        MODULE: sasmotifsasvsub HyS SUBSYSTEM: 8 SLOT: 11 
ERROR: Could not load /usr/local/SASHome/SASFoundation/9.4/sasexe/sasmotif (35 images loaded) 
ERROR: libjpeg.so.62: cannot open shared object file: No such file or directory 
ERROR:  BRIDGE FAILURE - ERROR LOADING IMAGE 
        MODULE: sasmotifsasvsub HyS SUBSYSTEM: 8 SLOT: 11

Install this by running this command:

sudo apt-get install libjpeg62

SAS should now run.

Additionally, while not common, but if you have SAS/Secure installed and want to pull files via https, you'll need to point it at SSL CA certificates. You can kick off SAS with

-SSLCALISTLOC="/etc/ssl/certs/ca-certificates.crt"

Or just create a file ~/sasv9.cfg with that in it.

Update: This works on 13.10 and 14.04