Executing Shell Scripts

Hi, I'm pretty new to Unix and I just have a question concerning making a script executable without putting the "sh" command before it. In case it makes the difference I am on an Apple computer using the Terminal. Anyway here is the little test code I wrote followed by the commands I took to try to make it executable on its own.

Script
#! /bin/sh
# comments
echo "blah"

heh that's it, it works when I do enter sh Script
now then the code I tried to use to execute it

chmod u+x Script
pwd ; echo $PATH

and though no errors came up, it didn't work. So any insight would be really appreciated. Thanks.

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Thanks
ZB