I'm new to Unix and my comp crashes if using JAVA so I guess Lime is out of the question.....

I downloaded the first one on the list... I extracted the files on Windows and transfered them to my unix computer... but I cant run the program.... how do i run the program??

Also, which of those progs would be the best to run on a UNix OS and allows me to download ALL types of files.... mp3,movies... etc etc... please please help!!

-Im