First thing first: if you go to `My LQ' (upper right of the page) -> Edit Profile -> Distro and type in your distro(s), you don't have to repeat 'em all the time
Second of all, I think it would be smarter to see if there's an rpm for the program you're trying to install, rather than just grab it off the project page.
Third of all, you should read `Smart Questions' (google for it). Not that you're doing particularly bad, but you could do better
Fourth, the questions you're actually asking
I do this, and get a message saying that this is a shell script, and that I should change it's extension to the correct extension, or use Open With to select a suitable application.
1) Open a console (Menu -> ... -> Run -> `xterm')
2) cd into the directory where the shellscript is (`cd /where/ever/it/is/')
3) run it (`./name_of_script.sh')
I have put them under a new folder called JBuilder under /usr. Is that the right sort of thing to do.
/usr/local/JBuilder would be better -- /usr/local is meant for the admin (i.e. you) to install his programs of choice (and most distros don't touch anything in it). Some people also use /opt for that purpose.
To run it without typing the full path, either (1) add /usr/local/JBuilder to your $PATH -- or (2) create a symlink in /usr/bin (or anywhere else in your $PATH) to the exectuable).
BUT! Please: do yourself a favor and look for an rpm first.
Hope I'm intelligible and helpful --Jonas