Installation and Update question

Hello,
my name is Marko and I’m new to the forum.
I have a question about wordpress installation and update.

I have installed wamp on windows and I have installed wordpress 3.1.3 succesfully without problems.
Then when I went to the dashboard I have seen that there was an update to 3.1.4. and I have automatically updated wordpress to 3.1.4.again without any problems.

Then I decided to switch from wamp in Windows to Ubuntu Server installed in a VMware VM.

I have installed apache, mysql, phpmyadmin and webmin to manage the server.

I then downloaded the wordpress archive and copied in the /var/www directory and started the installation.

Immediately wordpress told me that can’t create wp-config.php file so then I have reated and uploaded manually the wp-config.php file and installed wordpress without problems.

Then I have tried to update to 3.1.4 from dashboard but I have to put the details of the ftp server to proceed to the update.

So now, my question is: this is my first wordpress installation, is this a normal behavior in a Linux server?

I have ever managed my linux server with plesk and I never had problems and this is my first time that I manage a linux server from webmin.

Surely I’m doing something wrong right?

Thanks to anyone that will help me.