Hi,
the db2setup or db2install calls other scripts or exectubales which don't have execute-permission.
I guess that you have copied the Content of the CD/DVD from a Windows-Box. Windows does not know the read-, write- and Executbale-Bits from Linux. That's why you have the wrong permissions on the file.
You could copy the files from another (Virtual-)Linux-Box or you could change the permissons for each file with "chmod -R 777 ."
Edit: You might need a Java 1.42. for 8.2. I'm also not sure if the chmod works since i've copied the files from a Linux-Box.