[newbie] Question about Executables

[Necrotica]

OK...I'll bite...

Lately I've downloaded a coupld of "executable" programs, such as the
RealPlayer G2 for Linux. For some reason or another I can't do anything with
them. If I'm logged in as a normal user and try to ./ it, I get permission
denied. Same thing if I just type in the file name. If I'm logged in as root I
get "command not found" if I ./ it, and get "permission denied" if I just type
in the file name.

Lately I've been getting around this by downloading the sources and compiling
them, but I can't always get the sources for the software (ie: Real Player).

I'm stumped. Anyone have any ideas? I'm using Mandrake 7.0. Thanks...

-Chris