I thought you meant you were getting the error when you tried your mission in MP.
If you are still previewing it in the editor make sure the script is in the mission folder.
If you saved your mission in the editor, the mission.sqm will be in its own folder, path is usually:
\Users\YourName\missions\NameOfYourMission
So if you saved your mission as say 'killthemall', the mission.sqm will be in:
\Users\YourName\missions\killthemall
The script should also be placed into this folder.
Planck