Installing Package Trouble

I've tried following several tutorials on installing a package and still can't get it to work. Here's what I'm using on Ubuntu:

\$ pdflatex -v
pdfTeX 3.1415926-1.40.10-2.2 (TeX Live 2009/Debian)
kpathsea version 5.0.0
Copyright 2009 Peter Breitenlohner (eTeX)/Han The Thanh (pdfTeX).
There is NO warranty.  Redistribution of this software is
covered by the terms of both the pdfTeX copyright and
the Lesser GNU General Public License.
named COPYING and the pdfTeX source.
Primary author of pdfTeX: Peter Breitenlohner (eTeX)/Han The Thanh (pdfTeX).
Compiled with libpng 1.2.46; using libpng 1.2.46
Compiled with zlib 1.2.3.4; using zlib 1.2.3.4
Compiled with poppler version 0.18.2

I'm trying to install the subcaption package (which I guess needs several other files as well, according to the CTAN site for it). Is there not a simple way to get a package, e.g. just executing a single command to install it?

Here's one tutorial I tried, namely the "Manual installation" part since the tlmgr command isn't recognized. I should mention that in step 2 in the installation instructions I get an error that certain other .sty files weren't found, e.g. thumbpdf.sty wasn't found when I executed pdflatex caption.sty, so I skipped this step since it doesn't seem necessary for the packages to be used. I then copied both subcaption.sty and caption.sty to ~texmf/tex/latex/ and ran sudo texhash. There are no .map files, so this seems to be all I need to do, and yet I still get the error