Well, when you get an command not found, mean that the command you've just tried to run doesn't exists. As the only command you ran is 'upx' (1), it is possible that you don't have upx installed.
Originally Posted by groovomata
to install it:
Next time, if you don't have an executable you can do a
sudo apt-get install upx-ucl
to see in which package upx is located.
apt-file search upx
Let me know what happened.
(1) in 'upx -d pbsetup.run' the 'upx' part is the command and '-d pbsetup.run' are the argumetns for the command.