Terminal, tried to use /install sh. It tells me "DENIED". What am I missing?
It could be that the script is not executuable until you set the executable bit.
What is the output of
If the script is not executable, run the command, as root,
chmod +x install.sh
Also, as John_VV pointed out, it would help to know precisely what distro/version are you running? If you are not sure, you can run the command cat /etc/*release*
(that's sort of a catchall; it works on most distros).