You need to make sure that you have given yourself permission to execute the file
If you're viewing it in a graphical file manager, right click on the file, choose Properties > Permissions, or something like that. Or, in a terminal:
chmod u+x /path/to/filename.bin
Then you should be able to execute it, in a terminal by cd-ing to the directory containing the file and typing:
In graphical mode, just by opening it, I would guess. Hm. I just tried with a .bin-file of my own, and got some weird message. If you still have problems, try out the terminal-type solution.