Dos Format and Unix Format

I have a script file used in cron jobs.
I create and edit this file on Windows 2000. The editor is UltraEdit.
When I finished editing, I upload the file to Dreamhost by FTP.

I tried to use it through SSH command.
It failed with following error notes.

:bad interpreter: No such file or directory

I double checked the file by vi editor. It looks OK.

Do you know why? Let's go back to today's topic. Dos format and Unix format of text file.
The file I created is DOS format. The script running well on my Dreamhost when I convert it to Unix format.

It is all DOS format fault.