Why do some distros have SH opened by Kwrite?

In one particular distro, though can't remember right which one
(Fedora, maybe), an SH file is opening in Kwrite. I'm not too sure I
did everything correctly, but managed to force it to be executed but
nothing happened. Even in the distro that did launch it, no change

The file in question was for a Windows XP theme which, for me, seems
like the ideal solution.

I realized something yesterday, when we Window$ converts are heading
over to Linux and ask for a "Windows-like" distro, it isn't that we
want Window$, it's that we want the most look-alike LOOK of Windows.
When I found reference to a WindowsXP theme, that struck me as
perfect. Also, though I don't know why it doesn't work properly, but
the LinuxXP was _perfect_! I just couldn't get it to open anything
but USB external devices. When I double-clicked on any
folders/partitions native on the hdd, nothing happened.

But the executable in the XP theme I dl does zippo so was wondering if
anyone knows what might be happening as I haven't a clue.

If I can get an XP theme to work, I'd be able to switch all the family
over with no fuss, no muss. The Explorer-like file manager was great
on that distro and the feel of it was very familiar and it brought
back memories of Calmira! No, Calmira was just a GUI and did not give
us Win9x on our Win3x machines, but it gives as an identical-looking
interface which was completely awesome. In fact, it helped a
non-computer friend make the switch to 32bit very smooth. _I'm_ a
power user and I've been finding the Linux environment very alien
because I'm a 20-year M$ user and it's become habit despite my not
liking their OSs, but LinuxXP seemed very, very comfortable to me and
the best of both worlds. I have to keep a foot in the Window$
environment due to work. If I have a Window$-like interface at home
with the Linux power, that would be ideal.

But like I said, though I got the Phrank theme saver to work, couldn't
actually get the XP theme one to do so, as well ('course, they're not
the same thing but I did manage to install this "app" so guessing that
the distro isn't completely closed).

Going to go find and dl other themes and see if maybe it isn't just
this particular theme that is the problem.