GNU Octave Files as Executables

GNU Octave Files as Executables
===============================

I have several useful *.m files for the GNU Octave [1]. My usual way to
run them is:

a) enter the script directory,
b) start the Octave,
c) enter the script name.

This is obviously stupid. The Octave of course can be used as a sort of
shell for math commands. Thus the first line of the script can be:

#! /usr/bin/octave -qf

Then I add the script directory to the $PATH and made the scripts
executable. And now I can run them just by entering their names... Why
I have realized only recently that so basic thing is possible?

References:

[1] http://www.octave.org