You need to change source of the created script before parenting it somewhere
a = create("Script")
a.Parent = game.World
a.Source = "print('lol')"
> Hello!
a = create("Script")
a.Source = "print('lol')"
a.Parent = game.World
> lol
EDIT:
And if you need to run existing script, just cut and paste it..
local Script = script.Parent.CutPasteScript
Script.Parent = nil
Script.Parent = script.Parent
a = create("Script")
a.Parent = game.World
a.Source = "print('lol')"
> Hello!
a = create("Script")
a.Source = "print('lol')"
a.Parent = game.World
> lol
EDIT:
And if you need to run existing script, just cut and paste it..
local Script = script.Parent.CutPasteScript
Script.Parent = nil
Script.Parent = script.Parent