chmod u+x rp8_linux_alpha_rh62_cs1.bin
gives the file owner permission to execute this binary file. But I think you might need to be root to install it. You could try:
% chmod 755 rp8_linux_alpha_rh62_cs1.bin
Then login as root and do
) will play pretty much anything if the right codecs are installed. Not sure where RP8 codecs come from, if not from doing the RP8 installation as above.