Running a simple shell script

Not being a regular user of terminal on OSX, I have managed to forget how to run a simple shell script. The purpose of the script is to rename a set of files contained in a specific directory. Here is a sample of the script I wrote some time back:
mv product_22.jpg 080688614423.jpg
This command repeats for each file I need to rename. My recollection is that I simply put the actual script text file in the same directory as the images to be renamed and drag the script file into a new terminal window and hit enter to run. When I try this however I receive the following error:
ord2: Permission denied
Can anyone help me out here? I'm running 10.2.8. I seem to beforgetting a critical step somewhere along the way.
Thanks
  Mac OS X (10.2.x)  

Have you set the execution bit for the script? When not, use: chmod 755 script.

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