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I suppose they were downloaded to the directory sage-5.5-linux-32bit-fedora_release_16_verne_-i686-Linux, which I think means /home/MP/sage-5.5-linux-32bit-fedora_release_16_verne_-i686-Linux, if I'm interpreting the rest of your post correctly. So either

 $ cd sage-5.5-linux-32bit-fedora_release_16_verne_-i686-Linux
 $ ./sage

or

 $ cd /home/MP/sage-5.5-linux-32bit-fedora_release_16_verne_-i686-Linux
 $ ./sage

should work (or both). In general, starting from the beginning:

$ cd   # this takes you to your "home" directory
$ ls    # this lists the files in the current directory, including subdirectories

One of those should start with "sage-5.5", if this is where you extracted the lzma file. So

$ cd sage-5.5<TAB>

Hit the <tab> key where indicated, and the directory name should be completed for you. If you run ls now, you should see a file called "sage". Execute it to run Sage:

$ ./sage

(. is the current directory, so ./sage refers to the file "sage" in this directory.)