Assuming the .bin file is still on your desktop you can do one of two things:
Right click on the file, and click on properties. This will bring up a screen with several tabs along the top. Click the permissions tab. Check the box near the bottom of the screen that says "Allow executing file as program". Then hit the close button. Now double clicking on the file will allow you to run the installer as usual.
The reason for this is security. Linux makes you set a file to executable before it can be executed, which makes it tougher for malicious programs that find their way to your computer to run automatically.
But, there is another method. I want you to try this method since it will help you get a bit more comfortable in linux, plus its fun!
First open a command line terminal by Clicking the Applications menu and selecting -----> Accessories ------> Terminal
This brings up a command line window you can type in.
First type this:
cd ~/DesktopThis command will take you to your desktop no matter where you have browsed to on the command line. The ~ is a symlink (similar to a shortcut on windows ... sort of ) to your home directory. ~ is just a quick way of saying $HOME which is another shortcut or symlink to your home directory. Your home directory resides in /home/username where username is the login name you use. My home directory is /home/brant yours will be different. Thanks to the Linux symlinks and builtin shortcuts though, I can tell you a command to take you to your desktop without knowing your username. The above command for me would be the equivalent of typing:
cd /home/brant/Desktopyou could also have typed:
cd $HOME/DesktopAll of those commands are equal. The ~ and also the $HOME automatically substitute your home directory into the path you typed.
Now that you are on the desktop we will change the permissions of the file to be executable. You can do this for any user or just your user. I usually just set it to executable to anyone since I delete the installer file anyways later. The minor security issue then becomes moot point.
To change the permissions of the file you will use the chmod command. This command can be used in a variety of ways and can be a bit daunting to grasp at first, however using it to make a file executable is dead easy.
chmod a+x PlaneShift_CBV0.3.018.binBe sure that PlaneShift_CBV0.3.018.bin is the file name. I'm pretty sure thats what it is but my memory is fuzzy

That command is divided into a few parts. The first part is the command. "chmod" this launches a program called chmod which is essentially a program for modifying permissions of files. a+x is the second part of the command. It is what is called an "argument" An argument is essentially a bit of instructions given to chmod about what to do to the file. The "a" means that the changes will be set for all users of the computer so that if someone else had a different login the change would be available to them too. The "x" portion means to make the file executable. The third portion of the command is the filename you want to change! So the command can be read as "Change the permissions of PlaneShift_CBV0.3.018.bin so that it is executable for all users of this computer"
Now that that is done you may run the installer. In Linux to run a command in the directory you are in you prefix it with ./ which is another security thing. So that means you cannot simply type: PlaneShift_CBV0.3.018.bin and have the program run. Instead you must type:
./PlaneShift_CBV0.3.018.binThis command means "Execute file PlaneShift_CBV0.3.018.bin"
I hope this helps you get started with Linux. I'm an ubuntu fanboy loser dude so if you need any help with Ubuntu just let me know.