I had the permission denied problem too and this is how i got it install. I think some of these steps may not be needed but it works anyway so don't worry.


1) move the file you downloaded into the same folder as the terminal application.

2) open the terminal application

3) use the commands cd (change directory one level deeper) and cd.. (change directory one level up) to move to where the downloaded file is. You can use ls to see all the files in each folder

4) type sh filename (where filename is the exact name of the file you got, capitals and all)

This should work. Hope it helps.