File-roller doesn't perform archive operations by itself, but relies on standard tools for this.
Unfortunately, by default it supports only a few formats, like .tar, gzip, bzip2 etc. Other less common formats you can find on the web, like 7z, ace, lzh, just to mention some, aren't supported by your default Ubuntu installation.
You could wait, each time you find an unsupported format, to search and find the corresponding package you need and install it, or ...
Open the synaptic package manager, search for file-roller, right click the package, Mark Suggested for Installation, and select the ones you need (or want).
Install instructions from terminal
sudo aptitude install arj binutils cpio lha lzop ncompress p7zip-full rpm rzip sharutils unace unalz unrar zoo