There are many Linux distributions and many package formats. Some times your favorite program is only available in one package format when you need it in another format. That's where alien makes your life easy by allowing you to install foreign packages on your favorite distribution.
Use following command to install alien package on your system.
sudo apt-get -y install alien
Assuming you have an rpm package named hello.rpm, you can install this package using following command.
sudo alien -iv hello.rpm
That's it you favorite program is installed on your system.