One way to do it if you use eterm or xterm is to make an icon pointing to.
Code:
eterm -e nameofscript
Eterm will run the script and then terminate.
Or if you want the terminal window to be sticky then something like
Code:
xterm -hold -e nameofscript
You will have to kill the process when you are done though to get the terminal window to close.
Look at
man eterm
and
man xterm
The script will also have to be sitting somewhere in your path.