The directions you linked to have a small error. Adding the ./ in front of scripts/driver-select alx is necessary to tell ubuntu that you want it to execute a command from the current directory, not from the default path.
Code:
cd compat-wireless-2012-02-28-p
./scripts/driver-select alx
sudo make
sudo make install
sudo modprobe alx
The first permission denied error was probably because ubuntu didn't know what you meant by scripts/driver-select
The second one was probably because you forgot to run the command as root (using sudo).
If you ARE running a command as root, and still get a permission denied error, then there's usually something else going on. In theory, root has permission to do (almost) anything.
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