When you login using SSH/puTTY, the linux system speaks to you with a shell program. In your case, it looks like k-shell (ksh).
The shell is responsible for interpreting your commands. I use bourne again shell (bash).
Both shells have the concept of current working directory. The current working directory is sort of analogous to whatever folder you happen to be starting at in windows explorer or the file manager on a mac. You can see what your current working directory is at any time by typing 'pwd' and hitting enter.
Mac:~ sneakyimp$ pwd
/Users/sneakyimp
This tells me my current working directory is /Users/sneakyimp. I can change this directory using the cd command.
Mac:~ sneakyimp$ cd /applications/mamp/htdocs/
Mac:htdocs sneakyimp$ pwd
/applications/mamp/htdocs
Also of importance is the concept of a relative path versus an absolute path. A relative path is evaluated relative to the current working directory. An absolute path is just that -- absolute. It doesn't care what the current working directory is. Absolute paths start with a slash. Relative paths do not.
And finally there are the 'magic' directory names (. and ..). "." is the current working directory. ".." is the parent of the current working directory.
When you type this, k-shell thinks you are trying to execute a linux command 'grr.php'. There is no such linux command:
$ grr.php
When you type this, you are asking the shell to execute the file grr.php in the current working directory:
$ ./grr.php
k-shell complains that this file is not 'executable'. you'd need to change the permissions on int (please google this, i'm getting tired of typing).
That last one sounds like the style you should use, but apparently your PHP installation doesn't have the mysqli extensions available. You may have an older version of PHP installed.