Easily with:

Code:
 sh .zAppRun
or

Code:
sh /home/username/.zAppRun
If it dooesn´t work, try searching where the file .zAppRun it´s located (it´s a hidden archive) and give the full path.
In KDE I could associate them, only after changing the icon of the application.cmg, the check box to associate didn´t apear before.

Hope this helps.