Apps :: Permission denied

There's no way to change permissions of a file on a CD. If it is not set as executeable, you will need to specify what application to use to open the file. For example, if it's a shell script you might use the command "sh /path/to/script".
Another thing that might work is mounting the CD using the "exec" option. You may not be able to execute files on CD with the default settings.

I still don't know what file you're trying to run. You said "an executeable", but that doesn't say much. Anything can be set to be executable, and from the look of it this file is not presently set that way. Also, the thread title suggests that the file has an ".exe" extension. Is this a Windows exe that you are trying to run?

It's the ET game burned as .exe on CD, is that enough information?

sorta. I'm now pretty sure you're not going to have much luck. Files ending with .exe are typically Windows executables, which will not run in Linux without a Windows emulation of some kind.
http://www.winehq.org/

original here.