Help with installation

[Roman]

Hie people,
Just installed Ubuntu and I like it very much.
Maybe I asking a stupid question, but anyway the thing is that I am
trying to install RealPlayer10gold from bin file. I am doing it from the
konsole, I am also doing it under su command, which is a root user as I
understand, but after I type /home/roman/RealPlayer10GOLD.bin it says to
me PERMISSION DENIED. WHY????
Maybe somebody can advise me a good guide to installation in Linux.
Please or just help with this problem.
Thank you
Roman