Inside the application (right click/control + click) you can select Show Package Contents. Then navigate through the folders Contents -> MacOS. There's 5 files there that are saved as docs (out of 6). You need to convert them to executables.
Launch your Terminal app, 'cd' to the correct directory where the application is saved (using 'ls' (that's a lowercase L) can show you all the folders you can cd into), 'cd' into the application's contents to the same MacOS folder, and then use the command 'chmod 755 OverNight' to convert, repeating for the other 4 files.
Hope this helps!