That must be on two lines, not one.
The text file line endings **must be** "Unix" (lf).
Don't let any of the software (such as Notepad) add a hidden .txt to the filename.
Your file should look like:
Code:
#!/bin/sh
mv /mnt/us/*.gif /mnt/us/Images/ -f
Those quote characters, if present in the file, mean something different to the shell program than to a person.