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Prerequisites: add universe and multiverse repositories.

Open a terminal window and type in:
sudo apt-get install nessus
sudo apt-get install nessusd
sudo nessus-adduser
sudo ln -fs /etc/init.d/nessusd /etc/rc2.d/S20nessusd
sudo /etc/init.d/nessusd start
sudo gedit /usr/share/applications/Nessus.desktop

Insert the following lines into the new file

[Desktop Entry]
Name=Nessus
Comment=Nessus
Exec=nessus
Icon=/usr/share/pixmaps/nessus.xpm
Terminal=false
Type=Application
Categories=Application;System;

After that you can find Nessus in the Gnome menu under Applications -> System Tools.