Putty cmd line not working properly

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Hi all,
I'm trying to run a script on a remote server using PUTTY  
and I would like to use a text file in which I wrote all the commands to be

to make it simpler let's suppose that the .txt file contains the following  

cd /raid0/productions/31014/

exec /bin/bash  

(I added the second line ("exec..") because otherwise the session is closed
 immediately and I'm not able to see the result)

My question are:  
1.why do I get the following error?

bash: cd: command not found

2.Is there a way to close the connection only after the command is executed

thanks in advance

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