Find the dowloaded file using Nautilus.
Right-click, open with Archive Manager
...wait for it to read the arcive...
Click the Extract button. Install into the /tmp folder by clicking 'filesystem' then 'tmp'
when the extract is finished, click "Show the Files" button
(you'll need to open the "SecondLife-xxxx" folder)
right-click on the 'install.sh' file, then choose 'open with' then 'open with other application'
click 'use a custom command' type in '/usr/bin/xterm'
see the xterm window pop up? good.
answer the [Y/N]: question by typing "Y" and then the Enter key.
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Open the Second Life folder