Need to make it executable
Then you just do this, note you don't need the sh in front:
sudo chmod a+x ./NVIDIA*.run
The rest of the directions in post #7 will complete your install.
Side note I usually back up my old xorg.conf file before I install my NVIDIA*.run drivers, then delete the old xorg.conf and let Nvidia write a new one from scratch. If you choose to do this just be sure to back up the old xorg.conf first, it may be of use if you run into problems.
Then to restore it if you find your stuck at a command line at some point:
cp /etc/X11/xorg.conf /home/yourhome/xorg.conf.backup.txt
cp /home/yourhome/xorg.conf.backup.txt /etc/X11/xorg.conf