.... in the .exe also
I don't have .exe file (I never heard of this in a Linux environment)
However I do have a setup file in the downloaded Linux.zip.
atolboo@asrock ubuntu $ ls -l
totaal 1360
-rw-r--r-- 1 atolboo users 520952 sep 10 2008 LaserProLL2PCL-1.0-linux-2.6-intel.tar.gz
-r-xr-xr-x 1 atolboo users 5147 jul 28 2008 LaserProLL2PCL.install
-r--r--r-- 1 atolboo users 44327 jul 28 2008 LaserProLL2PCL.license
-r--r--r-- 1 atolboo users 20 jul 28 2008 LaserProLL2PCL.readme
-r-xr-xr-x 1 atolboo users 2011 jul 28 2008 LaserProLL2PCL.remove
-r--r--r-- 1 atolboo users 282566 jul 28 2008 LaserProLL2PCL.ss
-r--r--r-- 1 atolboo users 233 jul 28 2008 LaserProLL2PCL.sw
-rw-r--r-- 1 atolboo users 34304 sep 10 2008 qtcupspxl_install.doc
-r-xr-xr-x 1 atolboo users 238324 jun 6 2008 setup
-r--r--r-- 1 atolboo users 1112 jul 23 2008 setup.gif
drwxr-xr-x 3 atolboo users 4096 jan 19 2011 Ubuntu_readme
-r-xr-xr-x 1 atolboo users 230008 jun 6 2008 uninst
setup has (3 times) the x property and is thus an executable file....
And after a
gksu ./setup
oder
xdg-su -c ./setup
in konsole (P2009), I get ...