I tried chmod 755 download.bin and trying to launch it says:
download.bin: command not found
That still gets me. Frequently! I'm no expert on Linux, and my main driver is a Mac these days, and I hardly ever need to do anything at a DOS command prompt any more. Yet still, that's one of those things where, even if you know it, it still seems like it should work without the ./ in the front. Frustrating.
Someday I'll look up WHY it works that way. Still probably won't help me remember.

(Edit: Just did look it up. Supposedly it's a security feature to prevent a malicious program with the same name as a program in the PATH (like LS or MAN etc) from being automatically called in lieu of the real one from the operating system. Microsoft, on the other hand, chose convenience over security when designing their command line syntax.)