Thanks for your reply
I think this 240895 may have something to do with it. I'm going to try the workaround suggested.
To try and answer your questions:
1. The script is run on a local winXP box and doesn't generate any errors.
2. It has been CHMODed to 755 (is that what you mean by executable?).
3. I don't know how to check the line endings on the server. I am going to try downloading it as a binary and taking a closer look (I'm at work at the moment).
As I say, when I use an ftp program, the script runs as expected.
Update: The script on the server has dos line endings.
Update 2: The workround in 240895 works! Wheeeeee!