The default download for Ubuntu 11.04 (Natty) is the Desktop edition, which doesn't come with the LAMP server stack installed by default. Fortunately setting up LAMP is almost as easy as installing Ubuntu itself these days. You could install each package seperatly via apt-get but the most convenient method is to use the Tasksel package to install and configure LAMP all at once and together.
Install this this the terminal by typing:
$ sudo apt-get install tasksel
and when complete launch it in terminal by typing:
$ sudo tasksel
The basic terminal GUI will allow you to select from a number of package installs, use the arrow keys to move through the list and find the LAMP Server entry. Hit spacebar to select it and ten Tab to highlight [ok] and hit return. The installer should walk you through setup options as needed.
There are a few things you may want to look at after the install, the apache install defaults to allow indexing of directories and many peole turn this off.
Also MySQL enthusiasts also may wish to install phpMyAdmin, which is not installed as part of the LAMP package. For that just type…
$ sudo apt-get install phpmyadmin
And there you go!