I want to install Jdownloader as described here:

Try out our new Install/Start-Script for Linux/Mac!
wget must be installed on system!
Download jd.sh
chmod +x jd.sh
start jd.sh

When I did this, theses messages appeared:

mrox[~]$ chmod +x jd.sh
mrox[~]$ ./jd.sh
Download/Start JD-Installer ...