how to skip "execute file" dialog in lubuntu (PCManFM)

Open PCManFM, Go to Edit/Preferences/General, Check box for "Don't ask options on launch executable file"

I know this may be old but it might help someone.

Simply create a .desktop file with the following content

[Desktop Entry]
Type=Application
Icon=path/icon.png
Name=Name
Comment=Description       
Categories=Applications
Exec=/path/to/yout/exec
StartupNotify=true
Terminal=false

Save it like myexec.desktop And you are good to go.

It worked for me and i found that is a better way that changing the default behavior of the file manager (plus i never found the way everywhere i read was only about nautilus).