When running a shell script on UNIX or Linux, the source keyword is used to run the script in the current process and omitted when you want to run the script in a new process that then immediately goes away.

For example, this executes the script in a new, temporary process:

myscript.sh

while this runs the script in the current process:

source myscript.sh

You can optionally use the dot command in place of source (the dot is just an alias for the source keyword):

.myscript.sh

The method you should use depends on what you are trying to accomplish. For example, if the script sets environment variables, you likely want to source it to make the environment variables available for the process you are going to run next. If the script contains the exit command, you may want to call the script without the source keyword/dot. 

For example:

../setsde will set environment variables for Synergy/DE in the current shell.

./install.sde will perform the installation in another shell and return to the originating shell when done.