Aha, a quick google later: chmod +x psx4m makes psx4m executable... i seee...

I used the unarchiver in easy debian to unpack - I'm ashamed to say I've been spoiled by the modern GUI luxuries of windows, not done and shell command since I got rid of my Amiga a few years back...

One thing I'm confused about is the ./ in front of psx4m?

EDIT: Never used linux before having my n900 so this is all a learning experience for me...