A Rhinoscript file has to be loaded before run. Follow those steps to run a rhinoscript:

Select Load… below Rhinoscript under Tools menu
or enter LoadScript to the command line

In the Load Script File window click Add..

Browse the script file and click Open

Click Close on the Load Script File window.
Loaded script will not run automatically! It will be loaded to the memory for feature use.

Type Runscript to the command line.

In the Run Script Subroutine window you will see a list of loaded subroutines.
Select the loaded script file here and then click OK.

Follow the steps that subroutine will prompt you and you will be done.
Check back soon for more tutorials, free models and free scripts.
Happy modeling!