I'm guessing that you've put the file into your home directory (or any directory not in $PATH) and running it without using ./ at the start.
This should work. Replace
path.run with the full path and filename of the file:
Code:
su -c 'sh path.run'
The su means to run the command (in single quotes) as the root user; you will need to enter your root password.
sh means to run the command in a shell; this gets around any problems with not setting the right execution bit on the file when it was saved.