Technically, programs are sets of instructions that your computer executes. Scripts
are programs.
People tend to differentiate between scripts and programs for various reasons. Scripts are typically written in a very high level language that is often very limited in scope, like shell scripts. However, there are other very high level languages that are full featured, like Python, that are dubbed "scripting languages". Thus, sometimes python programs are referred to as "scripts". There really is no consensus, but in the most technical sense, a script writer is a programmer. Your friend is most likely avoiding the "programmer" designation because he doesn't work in a lower-level language, like C or C++.
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things is im now starting to study c# .net and the book tells me that when i compile code, its turned into code to be used by the CLR which will pass it to the JIT compiler to produce the machine code. Can anyone elaborate on this? You must have the .net framework installed to run .net apps so its not executed by the OS?
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C#, like java, is compiled into an intermediate language (called byte code in java, and Microsoft Intermediate Language (msil) in C#). The java byte code is then interpreted line-by-line as the program executes. In .NET, msil is compiled on the fly as needed. So, yes, .NET is doing the work here -- not Windows directly.