A default installation for a Windows operating system does not allow the execution of Powershell script.
To enable it, execute Powershell using "Run as Administrator" option in right click menu (Start -> All Programs -> Administrative Tools -> Windows Powershell or similar depending by the operating system).
Type "Get-ExecutionPolicy" to know which level of policy is currently used (more information at http://technet.microsoft.com/en-us/library/ee176847.aspx).
Type "Set-ExecutionPolicy unrestricted" in the window and press "Enter" to allow the execution of Powershell script (more information at http://technet.microsoft.com/en-us/library/ee176961.aspx).
It asks to confirm the operation, type "y" to confirm.
The computer is ready to execute Powershell scripts.
Note: PowerShell with ThinMan
If you use the ThinMan to send PowerShell scripts to a PC, you do not have necessarily to enable the option on the PC that could weaken its security.Just add the string "-ExecutionPolicy Unrestricted" on the "Command line" parameters when you create the execution of a PowerShell script (see page Contextual Menu - Update for Agile4PC > device).