In fact Basic script might have any extension, so you don't have to care about that. It can be .txt.
How to place on CHDK/SCRIPTS folder? Just put SD card in card reader and copy script from your PC to card;)
PS. In other case - if you'd like to use script written in Lua it must have .lua extension. To change extension of file in Windows you have to uncheck option called something like "hide extension of known file types" in "folder options" or something simmilar. Then just rename file.