gnome-commander looks good and it solved my problem - but somewhat indirectly. I double clicked on the .prg file and got a similar set of options. However I noticed that the .prg file had permissions of rwx. I removed the x permission and double clicking on the file brings up gedit in both gnome commander and the file browser now.
I tried double clicking on my program to run it but in gnome-commander and got the following error message:
No default application found for the mime-type application/x-executable.
Open the "File types and programs" page in the Control Center to add one.
Sound simple enough but I don't know where the Control Centre is as yet.
Also the terminal session that I launched gnome-commander from gets the following message:
(gnome-commander: 25300) Gtk WARNING **: Ignoring the separator setting
The 2 are presumably related. Anything to do with not having an extension to the filename of the executable? I also cannot launch from the file Browser but launches fine from a terminal (although slight exit problem as reported earlier)
xProgrammer