Installing a .bundle package

I'm testing Ubuntu 8.10 x64 support on a Dell Vostro 1510, and I couldn't install neither .rpm nor .bundle. I had to open a shell an execute:

> sudo sh VMware-Player-2.5.1-126130.x86_64.bundle

(Heard about it here)

My saga goes on. When will Linux be mature enough to get fully installed without firing up a terminal windows?...