Here is a wonderful link to introduce the steps.
http://wiki.accelereyes.com/wiki/index.php/Installing_CUDA_Under_Ubuntu_10.04
Today I had one error, that the NVIDIA_GPU_Computing_SDK can not find out the libXmu.
The solution for this issue is using following command in the terminal :
$ sudo ln -s /usr/lib/libXmu.so.6 /usr/lib/libXmu.so
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