On which platform are you playing? Do you have any error message to share?
Ok, can't help you much, make sure you follow these instructions exactly.
• Right-click the app • Click Show Package Contents • Open the Contents folder • Open the MacOS folder • Open a new Finder window. • Go to your Applications folder. • Open the Utilities folder • Open Terminal • Type in (without the quotes) "chmod +x " • Go to the first Finder window without hitting enter in Terminal • Drag the file with the same name as the app (and without an extension), and drop it into the Terminal window. • Click on the Terminal window and hit enter.