to keep your home directory clean (if that's where you downloaded it).
Anyways, after you have everything extracted, it's time to run the installer. You most likely will have something like "ut2004-lnx-demo-3120.run" at wherever you are. Now, do a "ls -l ut2...." to see if the file has execute permissions (if there's an 'x' by 'r's and 'w's). If it doesn't, try "chmod +x ut2...." and then execute it. If it does, just execute it. You do that by "./ut2...", not "ut2..."; you need to let the shell know that you want the executable in your current working directory (cwd) by the "./".
I hope I clarified some things. If not, let me know. Bon chance!
Sorry if I was going too slowly; your first post said that you were new to linux. Yes, I have ut running on my linux box, and quite well I might add. Perhaps you could tell me what "file" and your extractor are telling you; that would help me help you.
Just off the top of my head, do you have the right permissions on the file and as the user installing it?
Saying simply that it doesn't work, as you must understand, being a now-experianced linux user, could end up being a myriad of things. Clarification would be most welcome.