Seems like a permissions problem. Did you check if the file has the executable bit set? You can do so by issuing
It should look something like this:
-rwxr-xr-x 1 user user 35232 2010-03-05 04:41 filename
the x-es signify in this case that the file is executable for respectively user, the group user and anyone.
If you don't see any x-es, type
user & filename are variables of course.