E-tax is software made by the Australian Taxation Office (ATO) that enables Australian employers/employees and taxpayers to lodge their tax return online. Being a Windows program, it does not run natively on Ubuntu so you'll need to either use Wine or a VirtualBox set-up to run e-tax on Ubuntu.
You will need to grab the latest version of e-tax from the ATO's website - http://www.ato.gov.au/individuals/content.aspx?doc=/content/32234.htm&page=5&H5
The latest version of e-tax as of writing was e-tax 2013.
E-tax on Ubuntu using Wine
To use e-tax on Ubuntu, you'll need to install Wine. Wine can be use to run Windows programs on Ubuntu. To install Wine, either run:
sudo apt-get install wine
Or open up the Ubuntu Software Centre and search for Wine - it's in the universe repository. You'll be likely to have better success if you're using a recent version of Ubuntu, namely 11.04 or 11.10, due to the Wine version being much more current.
The Wine application database reports that you need to install msxml4:
winetricks msxml4
Once you have installed Wine, you should be able to open the .msi etax2011 file you downloaded by right-clicking it and selecting, "Open with Wine Windows Program Loader"
If Wine does not run the program properly, you can also try using the command -
msiexec /i etax2011_1.msi