File format issue

I was trying to execute a shell script which I moved from windows. I repeatedly got the following error

: bad interpreter: No such file or directory

Although I had set the proper shell to the script in, I couldnt get it to run. The high point was the same set of commands executed without any hitch when run on commandline. Then, archamedically, the thought of "file format" struck me. I set

set ff=unix

and then tried executing it. Voila, it ran. It saved the day (atleast for now).