If you know how to navigate through your files with "ls" and "cd" you might like to know that doing "ls -l" displays the files permission.
You'll see a lot of "rwx". R is for read, W is for write, and X for eXecutable.
There is 3 occurence of that. The first is the permission of the "owner of the file" (you, cause you have created your script file !), the second is the right of "your group" and last, "the other rights".
If there is a "-" instead of a "r/w/x", that means that this permission is set as "deny". If you do a "ls -l PATHTOYOURSCRIPT" you'll normally see something beginning like that : -rw-
The first "-" is special. It's saying "this is a file". If not, you'll see a "d" for Directory.
What stands after is what I've explained before. What you want to see now is a beautiful -rwx that allows you to execute the script x)
Chmod is the command that can change that (karlchen instructions : chmod +x PATHTOYOURSCRIPT !).