DO THIS:
open xterm
type:
mkdir /home/user/bin
mv /home/user/MyDocs/<the path of your download file>
chmod u+x /home/user/bin/EFF-1.4.2
root
/home/user/bin/EFF-1.4.2

You need to do the above only once. The next time you want to run the EFF, just type:
/home/user/bin/EFF-1.4.2

Or wait for a deb (i didnt learn yet how to make one).