I interpret this as meaning, "My script needs to generate it's own shebang line, i.e., it needs to self-modify after it has been loaded by the interpreter." If this is the case, then you are missing the point of the shebang line. It tells the system what interpreter to use when executing a file, whether it is a shell script, Perl script, or Ruby program. Because of this, the shebang must exist before the script is run. Otherwise, the system won't know what interpreter to use and will cough up the error that you saw when you tried BUU's suggestion.

But, if you could tell us why you need to do something like this, we might be able to offer an alternative solution.

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IndyZ