do you run the script with sudo/su or with the user session ?
If you do it without sudo/su and it still doesn't work, I don't see where the error comes from.
BTW, I think you wanted to say "already", not "almost" ("You keep using that word. I do not think it means what you think it means")
The Nokia Binaries URL was unstable yesterday (The first couple times I tried I got the same error mesage). I would just retry that step in the instructions.
Just make sure that you have included the "deb" line in "both" scratchbox's sources.list files that you got from the nokia web site...