If you press alt-F2 then you can enter a command such as frotz. There is a check
box to open a in terminal at the bottom. File permissions can be changed by
right clicking on the file or you can use sudo chown. See:
linux.about.com/od/commands/l/blcmdl1_chown.htm for syntax. If it is in
a group you can probably change the group settings so that you get access to
that group. Go to Settings|Administration| Users and Groups and check the groups
and see if there is one for Frotz. If so, Unlock it using your password and add
yourself to that group. (I am in KDE4 and don't have the Gnome menus to be
sure.)

I am sorry. I probably didn't articulate correctly
what I want. What I
want is to set it for this file type to, when
double-clicked, by
default, first open up a terminal window and then,
subsequently, open up
frotz inside the terminal window that just got opened.
I do think that
a script is needed to accomplish such a feat, if I am
not mistaken.
Sorry again about the misunderstanding.