How to start a shell script in a terminal console from graphic environment?

Hello.
Normally when you double click on the file name, the shell script start in background.
If you want to see what is going on, you must open a terminal console and start the shell within the terminal.
Is it possible to start directly a shell script in a terminal console from the file manager ( dolphin ) in graphical environment ( KDE4-10).
Or must I create a shell startup file with :

#!/bin/bash
#
xterm -e my_bash_shell

Any help is welcome