When I download a .rar file or a .7z file and double click it, I am told that the "Archive Type is not supported." there should be a download button under that that allows me to quickly and easily download the required programs, such as rar / unrar. If the program is proprietary, the EULA should pop up. Doing this would make it easier for newbies to use Ubuntu, and save time for me.

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After reading comments, it would also make sense to do this with most file formats, though I think it might already do this with certain media formats. Ex: Does it do this with .mp3s?