Found this great tutorial;

1)First of all, download the file that you are going to execute e.g. “” and save it in yourDesktop

2)Secondly open the Terminal from Menu Accessories Terminal

3)Now type cd ~/Desktop (With this command we change the default directory “/” to “/Desktop”)

4)Then type chmod +x to make your file executable.

5)Then type sh ./ to execute the file.

6)After that continue as usual.