Interestingly, if you try to mount your dvd or cdrom and try to run the files in your dvd/cdrom in linux, chances are you will most likely get an error stating that the file doesn't have the permission to perform the task. If you mount your media into linux and receives an error saying that your cd/dvd is write-protected and your mounted drive is only good for read-only, you will definitely get permission denial error when you try to execute any .sh files in your mounted drive.
The solutions for this is pretty simple. All you need to do is to fire up your fstab file at
vi /etc/fstab
and add/edit the following line so that you can mount and execute the files on your mounted drive.
/dev/dvd /mnt/dvd auto ro,user,noauto,exec 0 0
The trick to make your dvd/cd executable is to set "exec" after "user" because by default once "user" is seen, it will automatically change your media to "noexec" and overwrite the "exec" you have defined either before or after you mount the dvd.
mount -o exec /dev/dvd
and you will see that it stills fail if on your fstab user is placed at the end or after exec statement. Cheers!