installation of .sh file on ubuntu 9.10

I am totally new to linux [ 2 months ] and I get a little frustrated trying to open some files which are not deb, as the archieve manager easily installs these type files with out entering any commands, which I am very weak at. I know the apt-get install, update, upgrade, source, etc. but I get totally stuck on any download which has .sh on the end. I downloaded madusa4, which is a cad program I desperately need, and I followed the instructions until this one about superuser ( root ) which using the sudo command, I thought that identifies me as root.

Example:Distribution Command
Fedora yum install tcsh
Ubuntu sudo apt-get install csh

I did the csh install and that went as instructed. [ I do not trust my typing in what I see, so I use the copy / paste to avoid errors ]

Example 2: Installing MEDUSA
Linux
For the installation you have to be superuser (root). Open a terminal and run the file
medusa_v4_0_0_linux_personal.sh.

Here is were I got stuck. I entered the command above in the terminal, but it says, " Can't find file or directory "john822@john822-desktop:~$ sudo apt-get install medusa_v4_0_0_linux_personal.sh.Reading package lists... Done
Building dependency tree
Reading state information... Done
E: Couldn't find package medusa_v4_0_0_linux_personal.sh.

If I could get some assistance with the command to ' Run ' the file, I think I can be successful. Also if you have an answer, " PLEASE " type the correct command for me to copy / paste, as This will guarantee I do it correctly. Thank you, John [ jhaskins75@comcast.net ]

one more thing: this was required for installation too: Please note: Windows: For running MEDUSA the Visual C++ 2008 Redistributable Package is
required (vcredist_x86.exe). If necessary, it will be installed automatically before the
installation of MEDUSA.
For quick and easy installation, obtain your license keyfile prior to installing the
software.
If you intend to copy the program executable medusa_v4_0_0_windows_personal.exe
(Windows) respectively medusa_v4_0_0_linux_personal.sh (Linux) onto your hard
disk, please ensure that the path name contains no blank spaces or special
characters (so please do not save it to your desktop), e.g.:
Windows
correct path: C:\software\medusa_V4_0_0
wrong path: C:\software\medusa V4.0.0
Linux
correct path: /opt/medusa_V4_0_0
wrong path: /opt/medusa V4.0.0
The CSG Installation Wizard will guide you through the setup process. If errors occur during
installation, these are reported in the file log.txt in the installation path.

Is the file

Is the file medusa_v4_0_0_linux_personal.sh saved in your home directory? You just want to run it?

Open the terminal and type in:

chmod a+x medusa_v4_0_0_linux_personal.sh

and then:

sudo ./medusa_v4_0_0_linux_personal.sh

Worth a try anyway.