Most of the information here comes from working through the developer documentation for AdWords scripting, which can be found here.
How do I actually get to the place where I enter the scripts?
The easiest way I've found to get to the place to enter these scripts is to select the "Create and Manage Scripts >>" option from the "Automate" button on the campaigns tab.
That will land you on a page that allows you to create a new script.
Once you have created a new script, you should be able to copy any of the scripts on this blog directly into the text box (after deleting what is in there for starters).
Google has an awesome feature that allows you to preview the results of the script before actually running it on your account. In order for anything to run, you must "authorize" the script to access your account. Just click the "Authorize now" button and follow the prompts.
Once you preview the script, you can name it, save it, and run it for real on your account. Scheduling it to run is also just a simple matter of clicking on the "Create schedule" link on the scripts page.
And there you have it. Let me know if you have any trouble setting up one of my scripts by commenting on the post. If you are having trouble, likely someone else is as well.
Thanks,
Russ