Select Application -> Ubuntu Software Center from Ubuntu top menu.
Type Python3.1 inside the search box.
Select Python(3.1) and click the arrow on the right, and click Install to continuous. (You will be asked for password to continuoues)
Ubuntu Software Center will be downloaded and Installed automatically.
Then, you can go back to Ubuntu Software Center to install IDLE (using Python-3.1), a Integrated Development Environment for Python (v3.1), also if you want. It's suggested to do so.
After installed, you can close Ubuntu Software Center.
If you have a old version of Python installed on your Ubuntu, may be 2.6, both version of Python will be kept in your machine. So go to check the installed Python(s) now.
Start a Terminal, type 'python' will start your original python. To start the new installed Python 3.1, type 'python3.1'.
The IDLE will be installed under Application -> Programming -> IDLE (using Python-3.1).
