I know this is over a year old but I found an answer.
Imon Ubuntu 12.04 LTS I just installed it tonight and Im a total newbie to Linux OS's lol.
Anyway here is what worked:
1.) I created a folder in my home directory named Programs
2.) I downloaded the latest SL Viwer from the website and extracte it to the Programs folder
3.) I opened thde file and double clicked on "Second Life" then chose Run.
4.) The program opened and I went in world
Now if anyone manages to read this, can anyone tell me how to make a clickable icon on my desktop? I would like to open SL from my desktop but im not sure how yet. See? Total newb to Linux.