I am a window user,and never tried Linux before. Because of project, I installed the Ubuntu and I downloaded one file in .sh extension. That file is the python from Enthough Distribution. I tried to double clicked the .sh file and there is error. I really have no idea how Linux works. I searched in Google but they showed some command lines that I don’t understand. So I hope somebody can provide some detailed guide. Sorry I am a total Linux newbie.
Here is a picture of the error:

Just open a terminal (should be somewhere in your application menu), go to the directory where the
.shfile is (command iscd /the/paththenEnter) and type:or
then
Enter.