Hi,
Try this:
Go to the axepad folder, right click on the axepad icon, then permissions. Make sure the "executable" box is checked.
If that doesn't work, right click on a blank space on the axepad folder window and select "Open in a terminal". Try to start axepad from the command line with: ./axepad. You might get some usefull error messages, such as missing 32-bit libraries.
Good luck!