[racket] Installing

I have downloaded the file for linux (ubuntu) and I'm not sure what to do
next. I have no idea what format .sh is or how to use it.

When I simply click on the downloaded file the computer tries opening it in
a text editor, but fails, and writes the message

"gedit has not been able to detect the character encoding.
Please check that you are not trying to open a binary file.
Select a character encoding from the menu and try again."

I have tried choosing both of the "character encodings" from the menu but
none of them work.

What do I need to do to get the program up and running?
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://lists.racket-lang.org/users/archive/attachments/20110901/f0b72120/attachment.html>