Install Issues: Where do script files need to go after they are downloaded?

Where do script files need to go after they are downloaded?

Specific File:
TogAirAlpha.003.py

Go To:

                   http://pastebin.ubuntu.com/1005929/

" How To:

========================================================================== Download & Install TogAirAlpha ver. 0.00.003 on your Android Device. ==========================================================================

1) Download: TogAirAlpha ver. 0.00.003 (TogAirAlpha.003.py)

http://db.tt/ESDiuArd

2) Move/Copy: (*I use Andexplorer2.3 FREE from the Google Play Store*) From ==> /mnt/sdcard/download To ==> /mnt/sdcard/sl4a/scripts/MyScripts

*If the folder does not exist it should a create the folder automatically.

3) Paste: Paste TogAirAlpha.003.py

*Now it should look like this: /mnt/sdcard/sl4a/scripts/MyScripts/TogAirAlpha.003.py "