ya probably got to make it executable.
In linux each file has special permissions, it's not like windows were you just add .exe to the back to make it exacutable...
if you are in command line mode or are using a xterm window then you can see these permisions by using the "ls -l" command...
If you want to learn about it just do a search on google for something like "linux file permission basics" or whatnot...
the easy answer it just to go
chmod 777 whateverthenameis.x86
this will make it exacutable and readable/writable by everybody...
hope it helps..
then while in the xterm just type:
./whateverthenameis.x86
good luck
(don't forget the dot slash (./) part!)