you can use the sh command, eg:
the other way is to make the file into an executable.
type ls-l filename and take a look at the first bit, it might be like this:
-rw------- ...... file name
this means that it is not executable. do this: chmod a+x filename then the ls-l should look like:
-rwx--x--x ...... filename
this means you can now run the file.
type in ./filename at the prompt (the ./ means that the file is in the current directory)
Hope this helps