Digite "alien-arena", sem aspas.
Ola amigo olha só o que deu:
francis@ubuntu-precise:~$ alien-arena
ln: falhou ao criar link simbólico "/home/francis/.config/alien-arena/data1": Permissão negada
using /home/francis/.config/alien-arena/arena for writing
Could not exec default.cfg
Could not exec config.cfg
Could not exec profile.cfg
Console initialized.
--------- [Loading Renderer] ---------
Master server at 69.9.170.53:27900
Sending shutdown to 69.9.170.53:27900
recursive shutdown
Error: Couldn't load pics/colormap.pcx
francis@ubuntu-precise:~$