Make sure you put the script in your mission's directory. For example, the default directory would be as follows:
c:\windows\program files\operation flashpoint\users\YourUserName\missions\YourMissionName
Next, make sure the script has an extension of .sqs. For example, MyScript.sqs.
If both of these are true, then you should have no problem executing the script.
Just to be sure, the command for executing a script is as follows:
[param1,param2,param3,...,paramN] exec "MyScript.sqs"
Where param1 through paramN are any parameters that you are passing (if any), and MyScript.sqs is the name of your script.