For most people it should be as easy as making a notepad in the Blackd Proxy folder and doing copy/paste of the script there. Then just save the notepad. Done. Reload Blackd Proxy and you should see the new script listed in the cavebot menu.
If the script is still not there after that then that mean you have Windows Vista or you don't have admin privileges. In any case the solution for this problem is this:
1. make a new notepad file at desktop.
2. paste the script there.
3. save the new notepad file at desktop.
4. copy that notepad file at desktop.
5. paste the notepad file at blackd proxy folder.
This method should work for everybody.