You need to run Rockbox Utility with root permissions for bootloader installation (this is only needed for bootloader installation). Depending on your Linux setup, do the following:
- open a console. In most cases you can do this by pressing Alt-F2, then enter xterm into the dialog box that pops up.
- change to the folder you put Rockbox Utility in using the cd command.
- run Rockbox Utility using sudo with the following: sudo ./RockboxUtility