How to run script?

I have a database in sql server. I have a script need to run in sql server at DCF database. The name called DCF_dbscript.sql. How can I run this script. I believe, I need to go to Microsoft sql server -> Query Analyzer, then select DCF database, Then what should I do? Another question, where can i locate the file DCF_dbscript.sql? Many thanks.File>Open>Browse?

I don't get the question...|||Thanks. You mean i need to go to Query Analyzer, then select DCF database, the click the open to find the DCF_dbscript.sql file. Then click run, that is it? Right? Thanks again.