it looks like you've figured out many pieces to this puzzle, but you're missing a few that i can offer:

".desktop" files are not scripts. they're shortcuts to scripts/programs. the format of these files is explained in the wiki.
"chmod +x" merely makes a script file executable. it's a necessary step, but it won't change your .sh file into a .desktop file. you don't want to do that anyway. you just want to create a .desktop file that links/points to your .sh/script file.

oh, and as far as text editors go, i use the one that's built into emelfm2. then again, i don't do much scripting.... you should download emelfm2 regardless. it's the best file manager out there. very powerful, once you figure out what each button does.