I noticed that Nessus was available from the Ubuntu repositories.
I added it through Add/Remove, but realized that it did not include the server package.
Type: "sudo apt-get install nessusd" to grab and install the server.
Next, run: nessus-mkcert to create a certificate.
Next, run: nessus-adduser in order to create a user to run the scans from.
I ran Nessus, both the server and the client. However, the scan was limited because I did not have many of the plug-ins. To get the plug-ins, I went to http://www.nessus.org and register for free. (Free gets the newest plug-ins after they have been out for a week.) You will receive the key to unlock the program in the email that was used to register. To activate it, type:
sudo nessus-fetch --register
(In the future, to update the plug-ins: sudo nessus-update-plugins)
That done, it's time to run Nessus.
To start the server and put it in the background, type:
sudo nessusd -D
Wait for the command prompt to come back (plug-ins will be loaded.)
Then, you are able to run the client program from Applications -> Internet -> Nessus
That should do it.