Downloaded vendetta-linux-amd64-installer.sh and changed the permissions to allow it to be run as a program but did NOT run as root. I get the error " /vendetta-linux-amd64-installer.sh: 1: eval: ./setup.sh: Permission denied " even though I have set everything to rw for everyone. Not sure if it will run if I install as root but I don't want to run it that way. So, I won't even try.

Any suggestions other than try it as root?

All you had to do was download it and NOT change anything. Then you would run the installer like so:

"sh ./vendetta-linux-amd64-installer.sh" (minus the quotes) as stated in this link:
http://www.vendetta-online.com/x/download?platform=linux&accept=y

You want to run this as a normal user, not root.

make sure the user you're running the installer as has permission to write to ~/.vendetta and ~/bin