After using Xubuntu as an desktop os for the last year you will find some challenges while using it, so here and small and easy way to watch Plex on your ubuntu machine when ever you feel like it. Follow below instructions and you will be ready in 5 minutes. I use Xubuntu and firefox as an browser.
Use Ubuntu software center and
Install : Plex Media Server
Install : Adobe Flash plugin
Restart your browser and go to : http://localhost:32400/
And your set to go.