newbie script question

I have the following configuration: FC1, Firebird 0.7 & Thunderbird 0.4 in AMD Athlon XP machine. I was trying to create a script, but when I tried to execute it, I got an error. Here's what I have:
linux (a text file) content:
cd /mnt/w2k/download/Linux

I tried to use this command:
[kpu@d209-121-129-174 kpu]$ . linux
[kpu@d209-121-129-174 Linux]$ changed to Linux directory

[kpu@d209-121-129-174 kpu]$ sh linux
[kpu@d209-121-129-174 kpu]$ nothing happend

then I made linux executable and tried to run it by just typing the name:
[kpu@d209-121-129-174 kpu]$ linux
bash: linux: command not found

Is there a place that I need to place this file? Right now it's sitting in my $HOME, the book that I read mentioned nothing about special location for user defined command. Sorry for this dumb question, I'm new to this.

Thanks in advance for your comment/suggestion

Ko Fei Pu
mailto:ko_pu@xxxxxxxxxxxxxxxxx

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