Ubuntu server 12.10
Ubuntu Desktop GUI (not xubuntu, I mis-clicked :/)

I am trying to launch my minecraft servers but the check mark for executing keeps un-checking. I have all 4 individual servers in their own folder in a 1TB HDD NTSF.
I copied a folder to the desktop where it allowed me to keep the check mark checked. I than clicked my start.sh. The terminal flashes open than closes instantly.

How can I get the check mark to stay checked when the info is on the storage drive?
Do I need to do configure anything on my HDD?

Any help is appreciated.