As always after expressing a question the best ideas come to one's mind. :)
I just found out myself.
I seems to be related to the Environment.
I just set the password for root in my clean installed Ubuntu making sure I can start the
installation as root in root Environment.
And it just worked....
Before I installed using:
ubuntu@cit-ce:~$ sudo bash
[sudo] password for ubuntu:
root@cit-ce:~# cd /root
ubuntu@cit-ce:~$ sudo /root/mtwilson-server-2.0.7-jdk_glassfish_monit.bin
Sorry for bothering you.
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