what file manager does openbox use?
The OP has a script and he wants to just click it to run it.
I have pcmanfm file manager here and when you click a script on it, it shows a pop up that says "this blablabla seem to be an executable script. What do you want to do with it". It then gives four options, execute, execute in terminal, open and cancel.
It pops up similar dialog but with different options when clicking on a binary executable.
What the OP wants is for this kind of a dialog not to show up, he just want the script to run ie, he wants the dialog to autoselect "execute" without showing up.
pcmanfm seem to pop up a dialog every time an executable is clicked and ask a user how to proceed, the OP doesnt want to be asked this question. He just want the clicked executable to run.
Looking at pcmanfm options and it doesnt seem to have an option to turn this off.
Possible solution could be to add the executable to the menu. Again, those wilth open box installs should be able to offer solutions on how to do that.