Downloading Steam from Ubuntu Software Center + Terminal worked! I can't thank you and Booman enough for putting up with me. I just have one question, where do all my files go after I download the Linux version of steam? I can't seem to find them.
It should be .steam/steam/steamapps/common by default, you may have to unhide your home folder to see it.
Ah that is it! Don't Starve runs in Linux natively, so you don't need PlayOnLinux or Wine I'm glad I asked! Just download Steam from here: http://store.steampowered.com/about/ Then login, download Don't Starve and it will work fine.