how to run a .sh file directly
 

i wrote a shell script to invoke my application and i gave the executable permission to that .sh file.my need is while double click that .sh file, my app should run. yes its working, but the problem is everytime while double click the .sh file, a msg box is appearing with the following options Run, Run in terminal, Display and Cancel. how to avoid the msg box or any other ways to invoke my application? i dont want to go to the terminal. i hav to run the script by double click the file in gui.

Apply the excutable bit on the file. <chmod +x file.sh>
Then you can double click to excute the file.

abt.sh file execution
 

ha i gave he executable permission to that .sh file.now it gives the msg box while double click the file with some options. my question is how to avoid the msg box.

I think this is a security feature of your file manager (nautilus/konqueror/etc.).
Try to ask how to disable it but please provide more information about the manager/dektop environment you are using.