Here’s a helpful function you can drop in to your .vimrc that binds F5 to execute the current file if it has a shebang.

function! RunShebang()
  if (match(getline(1), '^\#!') == 0)
    :!./%
  else
    echo "No shebang in this file."
  endif
endfunction
map <F5> :call RunShebang()<CR>

You’ll need to make sure the file is executable. A similar tip was posted the other day on the Daily Vim blog.