There is a Stack Installer for Sugar Crm which I have used several times on my Slackware desktops. Now, I get the - No such file or directory when trying to run it. I made it executable, I renamed it to several different names but I still get the same error. I don't understand what can be the problem. I used the same installer on my second slackware desktop and it worked well.
Can cause such problems the 64-bit version of slackware?
On desktop where it worked I have Slackware 13, on Intel DualCore CPU.
The desktop where it doesn't work is Slackware64_13 on Quad AMD Phenom.

Thats really strange..

"No such file" is not exactly a subtle error is it? I'd guess you're running "whatever" no "./whatever" from the way you describe it, but clearly it can't find the file, regardless of any of it's attributes.

I know ... this is from my root console:
I am sure it should work.. and the file is there. I downloaded it five times.

Looks like your file for some reason got Windows line-terminators
(CR-LF) try use dos2unix to convert it