Never try to install from binary distribution, weird errors will make you headache.
If you want to install the latest version, first trying to add it to Ubuntu repository.
Instructions you can follow is:
http://blogs.bu.edu/mhirsch/2012/08/octave-3-6-on-ubuntu-12-04/
Install other packages:
All other packages you can find here:
http://octave.sourceforge.net/packages.php
Command used to install is: (for example)
pkg install image-2.0.0.tar.gz
If you get errors like "Permission Denied",
Run Octave by sudo octave instead.
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