Try typing 'ls', it will list the files in your current directory. 'open' is not the correct command, it is 'cd' for 'change directory'.
So, if 'ls' does not show the Planeshift installer, 'cd' with nothing else will move to your home directory, then try 'ls', then 'ls Desktop' (or another folder) and see if it is there. Once you have found it, start typing 'chmod +x Desktop/Pla' then press tab, if the file is there it might autocomplete the word if you have typed enough letters to indicate one file, if not press tab again for the choices, then add letters and press tab again until you have narrowed it down to one file.
Another thing that you may find easier, right click the file on the desktop or in a file manager, and try to find something called 'properties' where you should be able to set it executable with a checkbox or drop down menu. I use kde which has this feature, but you probably have gnome installed which I have not used for a while.
You may think this is annoying having to set this before you can run things you download, but this sort of thing makes it very hard for viruses to work on linux, you have to explicitly allow things to run.