you have to put it in the scripts folder under the main maya folder (normally it's located in your "my documents" folder.......my documents/maya/scripts)...once you put the script in there...you go into maya...and type in the file name of the script...in this case it's the toggle x-ray..in the command line followed by a ";".....you then hightlight the text ( toggleXray; ) and middlemouse button drag it onto your shelf...then voila...this is of course assuming you are using dannygan's script found on his site...hopefully that helped
TheAnswerRP03