G'day Crown Home! Welcome aboard..
Ok.. when you say you're trying to 'open' the file, I assume you're double-clicking on it?
Instead, what you need to do is open a terminal window, then drag the .run file into the terminal window. The terminal will then show the file name at the end of the path to the file, with a flashing cursor after it. Just hit the <Enter> key, and the file will unpack itself, and ask if you want to install system wide (useful if the computer is used by multiple people), or in your home directory (best if you're the only person who uses the computer). If you just hit <Enter> at this point, it will default to home (shown by the 'h' being capitalised). If you choose system, you will have to provide your password to authorise a system-wide install.
Anyway, once you've done that, the installation will proceed automatically.
Good luck, and don't hesitate to yell out if you have problems.