Sorry for the rather low-level question (I'm still learning linux), but how do you run a shell script? I downloaded one to upgrade my java version for something I need to do, but clicking on it in kde does nothing, and I don't know how to run it through the shell. I'm trying to open it in RedHat Linux 7.1, and it is the one from the http link on this page:
http://java.sun.com/Download5
If you could help me in any way, I would really appreciate it.

Thank you