It was quite hard to find the answer but there it is: open terminal and open the folder with containing file (by still using terminal) and type in "chmod +x (filename)" and that's it. If you want to open the program straight from the terminal, type in while you are in the folder "./(filename)". Enjoy!!!
P.S. If you don't know how to move around folders by terminal, check out one of my posts and you will find a link to lessons.