Here is how I have done it (note that I'm on 64bit, so I DL the amd64 build)
Download glestadv-amd64-0.2.7.bz2 and glestadv-data-0.2.7.tbz2. Extract them to your .glest folder. (the first archive is just the binary, the second archive is the extra data glestadv needs.)
I believe I had to make the binary executable, so you could either chmod it, or you can simply right click the binary and in permissions tab, allow your user to execute it.
I renamed the binary to glestadv, so the name was easier to remember.
And I then created a bash script to run it.
#!/bin/sh
cd /home/$username/.glest/
./glestadv
I made the bash script so I could place a shortcut on my Desktop, (and for other reasons).
Dunno if this helps, but it's how I did it.