The one from website. And it's Deps not Debs, my bad.
I'd like to give the command line a chance, I'll go test it now. Probably don't know exactly what to write but I'll try to look for the directory. Never used Linux before nor have I needed to use command prompt much with Windows.
Don't bother with the command-line until you try the "Run from Terminal" thing. When you double-click the .sh file, doens't it pop up with a window like this?

Click "run in terminal". In fact, I think I will modify the next bundle so that the file is named "Install_Armory_DoubleClick_RunInTerminal.sh"