How to execute a executable with sudo?

Strange, it works exactly that way over here.

First, try to find out what the file is:

file xfile

The file command looks inside the file and based on certain "magic" tries to figure out what that program does.

From what you describe I guess that it is a shell executable that tries to execute yet another program. If this is the case, why don't you post the code of the shell executable using http://paste.ubuntu.com.

Had the same problem. In my case the executable was stored on a different drive which was why chmod+x was not working.

I copied the executable to a Linux directory (like Desktop), set the permissions using chmod+x, ran the executable using "./" and it worked :)