Setup file from a trusted third-party installer

[john d. herron]

Hi, all.
 From a trusted website I've just downloaded a setup file with a name 
like "xyz_setup.bin" which will, if I understand correctly, create some 
sort of java browser.
There are no instructions on how to set it up, but its icon looks like 
that of an ordinary bash script.
Any suggestions on how I should proceed?

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Kubuntu 8.04 Hardy Heron
KDE 3.5.6 - Linux 2.6.24-25 generic

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