No .deb packages for 11.04 anymore, is there any particular reason that your questioner is still using 11.04? (11.10 and 12.04 are both out)
Anyway (assuming they have a package-installed version at the moment, 'sudo apt-get remove openttd', then download the linux generic binary for their architecture from here
and decompress it somewhere. Then make a .desktop file for it (optional).
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Linux user (KDE), rail enthusiast and lunatic.
Author of an incredibly boring sticky about NewGRFs