We want to put our scripts on a central UNIX server, but it doesn't work; the scripts are not found. On Windows servers they function without problems. What could be the reason?

Probably the following Microsoft note applies here: 

" NTFS volumes are case sensitive and allow case sensitive file names to be stored. Although the Windows operating system is not case sensitive, applications such as Windows Services for UNIX (SFU) exploit POSIX and allow case sensitive file names. SFU is typically included with Windows operating systems such as Windows Powered OS and Windows Storage Server 2003. These operating systems are typically deployed on hardware (for example, NAS hardware) which is acting as a dedicated file server in a heterogeneous environment. If there are UNIX clients storing files on NTFS volumes in these Windows file server environments, it is highly recommended to use the CASESENSITIVEAWARE option. If this option is not used in these environments unpredictable results will occur during backup and archive operations if case sensitive file name conflicts are encountered. For homogeneous Windows file server environments the CASESENSITIVEAWARE option is not necessary. "