Do NOT install PlayOnLinux from the Ubuntu Software Center!
First, install/update some required libraries:
sudo apt-get install debhelper libpq-dev libwxgtk2.8-dev libxml2-dev
Then, update the repo:
wget -q "http://deb.playonlinux.com/public.gpg" -O- | sudo apt-key add -
sudo wget http://deb.playonlinux.com/playonlinux_natty.list -O /etc/apt/sources.list.d/playonlinux.list
sudo apt-get update
Finally, install PlayOnLinux:
sudo apt-get install playonlinux