penumbra.bin - Permission denied!?

[Ozzie]

Okay, I installed the game some days ago under Linux, and now I am finally able to post about my problem here.

So, from the directory where I have Penumbra installed I run the following command: sh ./penumbra

This happens then:
./penumbra: 9: ./penumbra.bin: Permission denied
Penumbra exited unexpectedly, please check
/home/kluff/.frictionalgames/Penumbra Overture/Episode1/hpl.log
for any error messages
Also try running
ulimit -c unlimited
And re-running Penumbra and try and recreate the error
then submit the generated core file or stack trace

I gave penumbra.bin full rights. When I make ls -l I get a confirmation of this:

[...]
-rwxrwxrwx 1 kluff plugdev 5121680 2007-06-22 03:20 penumbra.bin
[...]

No log file got created.
I'm not sure what I should do with "ulimit -c unlimited"!?
I have no idea why it doesn't work.

I use Ubuntu 7.10.