Issue installing Java EE 7 SDK update 1

Question

I've installed Java (jdk 1.8) and set JAVA_HOME, now I'm trying to install Java EE 7 SDK which I downloaded it from here. The Oracle download page shows Universal Zip Installer type file, downloaded and extracted it. As per the instructions in readme file.

To start GlassFish, just go in the directory where GlassFish is located and type:

       On Unix: glassfish4/glassfish/bin asadmin start-domain

On executing the command, bash returned an error as follows:

bash: glassfish4/glassfish/bin: is a directory

I was completely skeptic with the Universal Zip Installer file, as I was watching few tutorials where I found .sh file for installing Java EE.

So, somehow I found the link to download the file in here, downloaded the .sh file and tried to execute it using the commands.

./java_filename.sh

returned bash: permission denied message

sudo -s java_filename.sh

sudo ./java_filename.sh

returned bash: Command not found

I'm using OS X Yosemite 10.10, did any one come across this kind of issue? If so, how to install Java EE 7 (with glassfish server).