Just yesterday when I had a quick half hour, I scripted a times table program for my kids so they can practice any of their times tables. I just wanted the one icon they could click on. I wanted it located on the desktop, this way they can just double click answer the prompts and practice away.
Now if you do copy a shell script to the desktop of your Mac, it won't automatically run the script, it will try and open the file with the application associated with it, so if you have XCode installed it will most probably try and open it in that first.
If you change the name to scriptname.command instead of scriptname.sh, then it will execute your script for you.
I am always interested in feedback so please feel free to add any comments, or you can mail me here. If you would like to submit a quick tip with full credit and links back to your site then also feel free to contact me.