linux programminh help

I have to use linux (Fedora 16/17) at school, and I can compile my program like this:
g++ test.cpp -lSDL -lSDL_image -lSDL_ttf -o test

and If I do:
./test

I get some bash error and permission denied, even if do the su root command. I believe all the libraries are installed, this is what I put into console earlier:
yum install gcc gcc-c++ SDL-devel SDL_mixer-devel SDL_image-devel SDL_ttf-devel


Is that's something that I am doing wrong? Also, the thing I don't like about this is unlike windows where I can just have some of the .dll's with the program, I can't seem to do that on linux to make it easier for people to use. Any of you know something that I can do to have the game easily launchable in linux just by clicking it? Thanks

1)
a. http://harmful.cat-v.org/software/OO_programming/
b. http://www.parashift.com/c++-faq-lite/big-picture.html

2) read the manual, then bite your tongue for use bash.
bash `pwd`$(ls | grep test); echo "Shit hasn't even started.";

3) You must be gnew here: http://www.graphicsmagick.org/
Here is a wrapper in Java for ImageMagick:
http://www.imagemagick.org/script/api.php#java

Now do your Homework, high school kid.