command-not-found is a special package in ubuntu that give you some extra information when you type a command that is not installed on the command line. It will look inside the package database and suggest a possible package to install so that the command can be run. command-not-found is installed automatically when you install ubuntu 9.04.
For example , I got this when I typed jed.
The program 'jed' is currently not installed. You can install it by typing:
sudo apt-get install jed
bash: jed: command not found
However when I type
bash: jid: command not found
The command -not-found hook neatly searches the package database and suggest a possible package for installation. The upcoming release of Ubuntu ( 9.10 aka Karmic Koala) will have spell checking incorporated into the command -not-found feature . It will suggest a list of possible packages even if you make a spelling mistake. See the following screen shot of my Karmic Koala Alpha 3.