When I select Script Development Tools in SR0 and PR1, a funny guy (wizard?) comes up, I have 2 options - do a hit test on the window or troubleshoot SAP GUI Scripting. When I select 'Troubleshooting' and OK it says 'scripting not supported in WAN mode'. What does this mean?

This means that the "low speed connection" is active. Remove the "low speed connection" flag in SAPlogon for this connection, and logon again.