I have downloaded gparted but cannot run it! old brain cells! please help, thanks mk.........

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http://www.ubuntux.org – i have downloaded gparted. i know i have old brain cells and cannot figure out how to get it to work. i believe that it should be on a separate disk or usb??? can someone please lay it out for me, sorry for the inconvienience, and thanks, mk....... (Distributions)