NVchooser.sh is a bash shell script. Shell scripts usually have ".sh" appended to their names. You can also tell by passing it to 'file', ie: 'file NVchooser.sh' should spit out Bourne Shell script. To run it, type 'sh NVchooser.sh' at a prompt (assuming NVchooser.sh is in the current working directory). NVchooser.sh will tell you what files you need to download.
Once you have those files, you need to install them. Usually this means using RPM (if you have a standard Red Hat, Mandrake, or SuSE distribution installed). Directions for this are in the README. A quick overview: 'rpm -Uvh NVIDIA_kernel.<whatyoudownloaded>.rpm', 'rpm -Uvh NVIDIA_GLX-1.0-3123.i386.rpm' as root. Make sure you're NOT in X when you do this. The easiest way to guarantee this is to switch to runlevel 3. Open up a terminal, and type 'telinit 3' as root. That should kill X and return you to a prompt. Log in as root, and install the RPMs.
Next, you need to edit your /etc/X11/XF86Config-4 file to load the Nvidia driver. In most default XF86Config files, this has four easy steps.
1) Remove the 'Load "dri"' line
2) Remove the 'Load "GLcore"' line
3) If it doesn't exist, add 'Load "glx"' in the section where you deleted dri and GLcore. If it's commented out (A "#" on the line), delete the "#" mark
4) Change the driver to load "nvidia". Most distros have the line 'Driver "nv"' or 'Driver "vesa"' - just change "nv" or "vesa" to "nvidia".
At this point, you should be good to go. Type "startx", and see if it works.
I hope this helps...