it worked for me. usually when i write a sed script i dont use the shebang (#!). i just run it with
command_with_output | sed -f sed_script
but i got your simple substitution script to work for me, although my interpreter was not located at /usr/bin/sed, it was /bin/sed. it looked like
#! /bin/sed -f
i just had to change the permissions to executable so i could use it. then i could pipe some output to it.
>ls | ./sed_script
i guess you should check to make sure you've made the script executable, and that the shebang is right.
will tell you were the sed executable is located.