Well, this was with GoDaddy hosting and their toolset.
I signed in to teh management console on GoDaddy, went to the Databases section and selected SQL Server. Selected Manage Via Web Admin and entered information to login. There is a password reset tool on that page as well.
On the left side there is a Tools section with query analyzer. Go into Query Analyzer.
Enter the script as is into teh box and execute. Receive errors.
Then go to the Tables option under the database name on the left menu. Click the gold star in teh upper right to create a new table.
Name the table Nop_CustomerRole and enter 6 into field count
Enter the field names as listed in the script with the data types the same:
[CustomerRoleID] [int] IDENTITY(1,1)
[Name] [nvarchar](255)
[FreeShipping] [bit]
[TaxExempt] [bit]
[Active] [bit]
[Deleted] [bit]
Save.
When i went to insert data into the table to create the records as the script was for Global Administrators, Staff, Favorite Customers, Content Managers they were already there.
Then I stopped getting the errors. Make sure in nopcommerce that the customer roles have permissions you are ok with. Fav Customers get free shipping by default which I had to change.