First off check to see if you are in the right folder. Type ls in a terminal. If
not cd to the proper location.

If the chmod did not work then you won't be able to execute the file. Try the
graphical approach by right-clicking and going to properties. Then click on the
Permissions tab and put a check in the Execute box. Once done, then try again.

type: ./RealPlayer11GOLD.bin and press enter.
Linux is case sensitive. It must be exact. I used ./R[tab key] and then I
pressed enter.

I just did it in a few seconds so I know that it works. No sudo or su needed. It
will install to your home folder by default.