what is the difference between between rpm and deb packages? Why can't there be just 1 package system?
because nobody can agree what it should be or how it should work - because different distros have different goals and needs.
Basically, if you get two FOSS developers in one room, you'll find three opinions
queenz@queenz-ubuntu:~/Desktop$ sudo ./cmake-2.6.2-Linux-i386.sh
[sudo] password for queenz:
sudo: ./cmake-2.6.2-Linux-i386.sh: command not found
ls -l cmake-2.6.2-Linux-i386.sh
maybe it's not executable.
(though K/Ubuntu seems to be making .sh files executable anyway.)
Security tip - do not run scripts as root unless you know what they do.