UPDATE: Installing Aircrack-ng and Reaver in Ubuntu 12.04 12.10 13.04

Much easier now to install reaver and aircrack in Ubuntu:

sudo add-apt-repository -y ppa:pi-rho/security; sudo apt-get update; sudo apt-get install -y aircrack-ng
reaver

Using reaver to test your security:

1)Set up an interface in aircrack on wlan0: if you are not sure of the name of the interface, type ifconfig at the command prompt and look for a wlanX

 sudo airmon-ng start wlan0

2) Get the mac address of your own AP

sudo airodump-ng mon0

Look for the name of your AP and copy the mac down.

3) Run reaver and sit back:

sudo reaver -a -i mon0 -b --dh-small -vv