executable on a thumb drive

[Constantinos Maltezos]

I recently tried to install a Linux program (Writer's Cafe) onto one of my 
thumb drives.  The thumb drive is, of course, formatted to vfat, which makes 
every file executable.  However, the shell script used to launch the program 
will not launch on its own; it requires that I run it as an argument to sh.  
Now, I don't want to reformat the drive because I'll be installing the Windows 
version of the same software to the same drive.

My question is thus: is there a way to make the file act as though it had the 
executable bit on?  I realize this is merely an indication of sheer laziness 
on my part (I could always open up an xterm or similar and run it with sh), 
but I'd like to use it as intended - where I can just click on it after 
inserting the drive.  Am I jousting at windmills?