Ok, first off, dont give up! It takes a while to learn the in's and out's of a new OS.
Ok, to run the .sh file do this.
go to a terminal and CD to the directory where you have the file at, and type SU then input your root password. Then type chmod +x (filename)
Then type ./(filename) and it should run the executable.
Thats it, in this case the .sh file is a shell script, just FYI.
Have fun, and dont let it get to you. we are here to help.
\"Only two things are infinite, the universe and human stupidity, and I\'m not sure about the former.\"- Albert Einstein (1879-1955)