Hehe, looking at the screenshots, it looks like a cool game to play in free time.
Anyway, getting back to the original problem. Tell us one more thing - are you trying to execute it by double-clicking on the "LinuxInstaller" file?
Take a look on what I've found on their site:
http://www.ootpdevelopments.com/docu...#install_linux
In the above instructions, if double-clicking doesn't work, you can always use command-line (Terminal) to navigate to the extracted folder ("OOTPBaseballInstaller" in this case) and issuing the command:
or