most likely your file is not allowed to be accessed by your user, or it isnt allowed to execute.
for this try:
Code:
$ chmod +x '/home/timmytim/Downloads/TorGuard_unix_3_99FF.sh'
if this gives a permission denied then do this:
Code:
$ sudo chmod a+x '/home/timmytim/Downloads/TorGuard_unix_3_99FF.sh'
This is for execution only, so if you still can not run it let me/us know again