Your cepuplinux.sh, does it look like this:
#!/bin/sh
chmod a+rx ./erf.linux
exec ./erf.linux -vm http://cep.hgweb.org/man/cep.txt
?
If not, could try to replace it with that. Otherwise, I wonder if it's a problem with what rights you are running the command with (not very linux savvy though, so will need someone else to help you out then.) Reinstalling the CEP might work too though.