I was having problems getting truecrypt to work on my ubuntu machine. Once I downloaded it and unzipped it there was no extension and for some reason my machine didn't know what to do with it. I simply renamed it with a .sh at the end and re-ran the file, everything worked as advertised at that point.
I.E. FROM: truecrypt-7.1a-setup-x86
TO: truecrypt-7.1a-setup-x86.sh
Good Luck