Can't get scripts to work

["Cameron Matheson" <matheson@mail1.facile.com>]

Hey,

I can't get any of my scripts to work.  I'm just trying to start simple, by
making a script to delete all my FreeCiv save files.  I use 'vi' and type
the following:

           # !/bin/sh
           rm civgame*
           clear
           pwd
           ls -l

Then I type "chmod u+x removeCiv.sh" to add execute permission to myself,
but when i type "removeCiv.sh" at the prompt i get the error "bash:
removeCiv.sh: command not found"

How do I get my scripts to work?

Thanks,
Cameron Matheson