'RUN' in Linux Mint wont work

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http://stackoverflow.com – when i double click on an executable file, it wont run after i click RUN. i have tried it with a couple of .sh files and some downloaded software, does anyone know why? a particular .sh file i need to run is a zenity menu. When i try in terminal it just says sh: Can't open TaskC.sh thats after i use sh TaskC.sh in the file i have used the properties to make it executable and used chmod 755 TaskC.sh Does anyone know how i can run it without the terminal? Anyone know how i can get the .sh to run in the terminal? my code just incase thats the problem #!/bin/bash #GUI for TaskB me (HowTos)