Ok, try this: Run the first line by itself, once it processes, enter ls -l /tmp/ and see if the nzone.sh is in the file listing there. If it is, look in the left column by it, which should look like -rw-r--r--. Run the second line, then if you ls -l /tmp/ again, you should get -rwxr-xr-x by it this time. At this point, you can run the third line. If it's going to work on your router, it should work at this point.
Unfortunately, this doesn't seem to work with my router, as all I get is "No wireless interfaces found" from the third line.