Answer:
1. Open a terminal.
2. Navigate to the folder where you downloaded the RealPlayer installer.
3a. On Ubuntu and Ubuntu-based distros, enter "sudo chmod +x RealPlayer11Gold.bin"
3b. On most other distros, enter "su", and then "chmod +x RealPlayer11Gold.bin"
4. On Ubuntu / ubuntu-based, enter "sudo ./RealPlayer11Gold.bin". On most other distros, enter "./RealPlayer11Gold.bin."
you may also want to entertain the idea of using VLC media player as it is a very nice and verbose option for playing these and more types of files.