what about chmod +x /opt/myapp/script.sh? it shoud work?
Yes, that should work. The problem in this thread, before you woke it up , was that the script was residing on a VFAT partition (MyDocs), which Maemo mounts, as default, with the noexec option. Meaning nothing will be executable no-matter-what.
/opt is just /home/opt, which is ext3, so no problem.
/opt is just /home/opt, which is ext3, so no problem.