Each flavor of Linux has it idiosyncrasies. Ubuntu, if it hasn't changed since I last looked at it comes with either no root password or an undisclosed default root password, their idea being the first user is a sudoer. I never liked this so the first thing I always did in a new Ubuntu was sudo passwd root so that I could su root and my root password would be mine only.
Some distributions may require you to execute binaries using sh others do not, the use of the ./ is generally required because the folder may not be in the execution path, it is a short form for "the current directory" so if you are not currently in the directory where the program was downloaded it will not run. You can instead refer to it by the full path and your command might look like sh /home/Geckus/download/Plane* Of course using the wildcard may be undesirable in the event you have more than one Plane.... files.
I personally like to install the game as root and then assign the games ownership to my user:group during the install. If you are not installing as root check the ownership of the download if it does not belong to your user you may have to chown it. I am not sure about this games download but I have had other downloads which retained ownership by users not on my system. This is typically a problem when compression software is used and it decompresses with the original ownerships. I do not think this is the case with the PS binary though.
