I like to install and update Webmin via APT on my Ubuuntu systems. Here are the instructions I use to do the installation. They are based on the instructions from http://webmin.com/deb.html.
cd /tmp sudo sh -c "cat >> /etc/apt/sources.list << EOF deb http://download.webmin.com/download/repository sarge contrib EOF " wget http://www.webmin.com/jcameron-key.asc sudo apt-key add jcameron-key.asc sudo apt-get update sudo apt-get install webmin