How to run a script directly when double clicked? [duplicate]

To execute a script, I have to:

1. Write the script
2. Make it executable

3. Double click it, which shows this window:

   

4. Click the "Run" button.

How can I execute the script directly, without showing the dialog?

GUI

Depending on which Ubuntu version you have,

• Before 13.04

  In Nautilus, go to this menu:

  Edit → Preferences

• 13.04 and later

  In Nautilus, go to this menu:

  Files → Preferences

Then,

in the 'Behaviour' tab, enable "Run executable text files with they are opened"

Command line

If you prefer a command:

dconf write /org/gnome/nautilus/preferences/executable-text-activation "'launch'"

Note: Both GUI and command line methods work only for Nautilus (the default graphical file manager in Ubuntu)