Howto run a script as root

[Hermanh]

When I do as root:

cp /mnt/hda1/filename /etc/filename

the onwnership of the new file is root:root.
Still I can not run the script as root, not even when I do as root:

chmod u+x filename

or

chmod +x filename

or

chmod 777 filename

Which should work according to several Linux howto's.

I get a message:

bash: filename: command not found

The file exists
When I do:

ls -l filename

I get

-rwxrwxrwx    1  root root   549 jan 26 15:25 filename

('filename' is colored green)
Is user knoppix using another shell or something like that?