2.8)  How do I {set an environment variable, change directory} inside
      a program or shell script and have that change affect my
      current shell?

      In general, you can't, at least not without making special
      arrangements.  When a child process is created, it inherits a
      copy of its parent's variables (and current directory).  The
      child can change these values all it wants but the changes won't
      affect the parent shell, since the child is changing a copy of
      the original data.

      Some special arrangements are possible.  Your child process could
      write out the changed variables, if the parent was prepared to
      read the output and interpret it as commands to set its own
      variables.

      Also, shells can arrange to run other shell scripts in the
      context of the current shell, rather than in a child process, so
      that changes will affect the original shell.

      For instance, if you have a C shell script named "myscript":

        cd /very/long/path
        setenv PATH /something:/something-else

      or the equivalent Bourne or Korn shell script

        cd /very/long/path
        PATH=/something:/something-else export PATH

      and try to run "myscript" from your shell, your shell will fork
      and run the shell script in a subprocess.  The subprocess is also
      running the shell; when it sees the "cd" command it changes *its*
      current directory, and when it sees the "setenv" command it
      changes *its* environment, but neither has any effect on the
      current directory of the shell at which you're typing (your login
      shell, let's say).

      In order to get your login shell to execute the script (without
      forking) you have to use the "." command (for the Bourne or Korn
      shells) or the "source" command (for the C shell).  I.e. you type

        . myscript

      to the Bourne or Korn shells, or

        source myscript

      to the C shell.

      If all you are trying to do is change directory or set an
      environment variable, it will probably be simpler to use a C
      shell alias or Bourne/Korn shell function.  See the "how do I get
      the current directory into my prompt" section of this article for
      some examples.

      A much more detailed answer prepared by
      xtm@telelogic.se (Thomas Michanek) can be found at
      ftp.wg.omron.co.jp in /pub/unix-faq/docs/script-vs-env.