IP-Masq stronger firewall-2.4

When trying to implement the IP-Masq stronger firewall-2.4 I have the
following problem:

loran:/home/clay # /etc/rc.d/rc.firewall-2.4
bash: /etc/rc.d/rc.firewall-2.4: bad interpreter: Permission denied

I copied this directly from the IP-Masq HOWTO. The only changes I
made was to accommodate my modem and eth0 NIC.

Why do I get a "bad interpreter"?

TIA
Clayton Stapleton