Nubiles tube installation

I have uploaded the zip file and extracted it, and also created a php database. The instruction says run set up.php (http://tubescript.nubiles.net/manual/?action=installation) but everytime I double click it the set up file, it just gets downloaded. So how do I run the actual file?

 

You "run" it by browsing to it.

Example: yourdomain.com/tubescriptdirectory/setup.php

 

Thanks heaps