In linux, nothing is executable by default, you have to tell the system that the ET install script you downloaded is meant to be run as a program.
As root:
Code:
chmod a+x nameOfYourEtInstallScript
The 'a' stands for all users, so you'll be able to execute the script from a user account. The 'x' means executable. You could also set permissions on a file like read-only, or read write by changing the X to r, rw, or whatever.
Once you've made your install script an executable, run it in the terminal with:
Code:
./nameOfInstallScript
and it will run just dandy! Don't forget to also download the latest point release and patch yourself up once you get it running.