Strangely, but true, you cannot install from the the original site, or run it. So how to install and run UNetBootin?
Install UNetbootin in Ubuntu
Using these few commands, downloading and running it will work.
Adding repository is necessary for updates and support for older versions.
As commented in your question by Web-E , you should just add the executable permission to the file downloaded from SourceForge, then you are able to run it (no installation needed, btw). I had the same problem and that comment gave me the solution, without the need to add the ppa.
If you don't want to use terminal, you can right-click the file
As suggested in the comment below, here's a little how-to about making a file executable:
To make the file executable via terminal (and we are here supposing you downloaded that file using a browser like Firefox or Opera), you only have to go to the folder where the file resides, right-click on the folder and select "Open terminal here". When you have the terminal shell, don't forget to run
to make sure the file is really here, and to check permissions. You should see something like
which means you have to add execution permissions on it. How you do it? Simply typing:
(don't forget to use Tab to autocomplete the long unetbootin name :P).
Now, checking again the file with
This means that the program became executable, so just type:
to run the application.
Hope everything is clear.