Try again, this time copy your script text into Notepad and save that as an ".avs" file again. If you didn't use Notepad the first time, it's possible that non-text characters (like text formatting) were also copied in and those are confusing Avisynth and/or your media player.
If that still returns an error, let me know your versions of:
* Windows operating system
* Avisynth
* Windows media player
and I'll look into it further.