How do I apply a script to an object. I download a .blend file witht he the script types as a .PY file. I went to my dog, imported the text and changed the values to suit my model. Now, how do I actually aply this script to the object?

Well, it depends on what kind of script it is. If it is a script which you run and effects the object only once (like a script with a GUI for exemple), just press Alt-P while your mouse is over the window. If it is a runtime script (a script that does some kind of animation to the object, depending on the frame or things like this), go to the Script buttons window (next to the Display buttons). now, there’s 3 ways to link it, either globably to framechange, to a specific object (to framechange or redraw) or the the world. You can do any of these by pressing the NEW button and then typing the name of the script in the field that appears.