$ for i in *some-pattern* ; do my-script.plx $i <further args> ; done)
In sh/ksh/bash this does not "include" another file - it runs a child process. In those shells you need the . (dot) command, or 'source' in bash to "include" (read in then execute) another file.

Or is it that you just want to run another script? In which case, use system.