I participated in the Humble Bundle 7 and I have this .sh file that just opens to Gedit what do I do with this. I would imagine I need to do something in terminal but I have no clue.
First, right click the file and go to properties. Then, under the "Permissions" tab, check the box that says "Allow executing file as program." Exit out of the properties window and double-click the file. Click "Run in Terminal." It should then (hopefully) install your game.