Make Text Document Executable?

[proto]

Im real new to Linux -just on it about a week- and I sure would appreciate it if someone could give me astep by step guide about how to make a text document executable such as one downloaded frim Smart Boot Manager. Thanks

[Markus]

Click the seashell icon on the taskbar to get a shell.
Type "sudo chmod +x filename_here" in the folder where the file is.
Leave out the sudo if you're the owner of the file, or have root login.

EDIT: Who stole my seashell?
After upgrading to KDE 3.2.1 the shell icon is now just a monitor.