Actually, that's the script! Here's what you need to do:
When you open up the script, copy the entire code (Ctrl+A) and then open up Windows Notepad (should be some place like this Start > Accessories > Notepad). When Notepad opens, paste the code (Ctrl+V) into it. Then, go to File > Save As, locate your GIMP Scripts folder (C:\Program Files\GIMP-2.40\share\gimp\2.0\scripts), give the Script a Name (with a ".scm" extension on the end), and then under "Save as Type" select All Files. Hit the Save button. Then in GIMP go to Xtns > Script-Fu > Refresh Scripts and your script should be ready to use.
Let me know if you still have any trouble.
Art