just tell it to run it via the command line (make sure that its executable)
download your script.sh
chmod 755 script.sh (makes it executable)
./script.sh will run it. If you save it in a directory that is in your $PATH variable, you don't need the ./ in front of the name. Or you can use the absolute path to call it as well....like so
/Users/todd/script.sh
using the ./ infront of the script basically tells the shells where your script is...
./ = current working directory (actually . does but that another tutorial)
also you can type
sh script.sh
Hmm, now that I think of it, I am not sure if mac osx comes with bourne shell or not... If not, then you will need to install it... I would go with bash or ksh instead though, way better and they can run bourne shell scripts out of the box. You can download bash from apple.com under the macosx/downloads/unix apps area.
Hope this helps