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Let's say you have this code:
curl http://www.macscripter.net/ -o ms.html
cat ms.html >> AllMS.html
Simply use semicolons:
do shell script "cd ~/Desktop; curl http://www.macscripter.net/ -o ms.html; cat ms.html >> AllMS.html"
If you are working with a code more complex or pretty long, you can write it to an external file and run it from a do shell script statement. Eg:
set shellScript to "#!/bin/sh
if test -f ~/Desktop/ms.html; then
set execFile to (open for access ("/tmp/sample" as POSIX file) with write permission)
write shellScript to execFile
close access execFile
do shell script "chmod 755 /tmp/sample; /tmp/sample | sh"