You can always open the script in the script editor, and exicute it, then just type GI_Joe in the command line. The reason why it won't work is because It can't find the LIGHTS file. Or, to get it to work normal, You have to edit the script with the location to where you put the file. And, if it still dosen't work, then you have to make sure you .env file is written correctly.
Either create or edit your Maya.env, and specify your script path like so:
cuments\maya\scripts (you need to include 'scripts' in the path)
Then save your maya.env into your maya install dir (if I remember well, correct me if I'm wrong)
However, I suggest you to create another script dir on a more 'easy to understand by Maya' location (actually, the "\", and " " (spaces) are really a pain) in defining paths for Maya. *
**Off of Cgt