How to make a shell file execute by double click

To run your script by double clicking on its icon, you will need to create a .desktop file for it:

[Desktop Entry]
Name=My script
Comment=Test hello world script
Exec=/home/user/yourscript.sh
Icon=/home/user/youricon.gif
Terminal=false
Type=Application

Save the above as a file on your Desktop with a .desktop extension. Change /home/user/yourscript.sh and /home/user/youricon.gif to the paths of your script and whichever icon you want it ot have respectively and then you'll be able to launch by double clicking it.

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Specifically, for your situation, you need to do:

1. Create a script that runs mono LOIC.exe. To do so, create a new text file with these contents:

   #!/bin/bash
   mono /home/logan/.loic/LOIC.exe
   

   Save this as /home/locan/run_loic.sh and then run this command to make it executable (or right click => properties and choose "Allow executing file as program"):

   chmod +x /home/logan/.loic/LOIC.exe
   

2. Create a .desktop file that launches that script. Create a new text file on your Desktop called run_loic.desktop with these contents:

   [Desktop Entry]
   Name=Run LOIC
   Comment=Run LOIC
   Exec=/home/logan/run_loic.sh
   Icon=
   Terminal=false
   Type=Application
   

File Manager > Edit > Preferences > Behaviour forExecutable Text Files. In Ubuntu it is set to View Executable Files when they are opened

i prefer set it to "Ask each time" like the previous version of ubuntu.