Creating a database installer using this article from microsoft

Hi, I have been reading the below article and I have got it to work.   

http://msdn.microsoft.com/en-us/library/49b92ztk.aspx

The problem is when I use my database script file it throws an error 1001 saying error next to keyword 'GO'.    But if i take the exact same script and run it in SQL Management Studio it works fine.

Try this small script, this is what I am using and its giving me an error, An above is a lovely article to creating a database from microsoft.

CREATE TABLE [dbo].[Category](
	[CatID] [int] IDENTITY(1,1) NOT NULL,
	[CatName] [nvarchar](max) NULL,
	[CatDesc] [nvarchar](max) NULL,
 CONSTRAINT [PK_Category] PRIMARY KEY CLUSTERED 
(
	[CatID] ASC
)WITH (PAD_INDEX = OFF, STATISTICS_NORECOMPUTE = OFF, IGNORE_DUP_KEY = OFF, ALLOW_ROW_LOCKS = ON, ALLOW_PAGE_LOCKS = ON) ON [PRIMARY]
) ON [PRIMARY]

GO
/****** Object: Table [dbo].[Customer]  Script Date: 10/14/2010 09:52:03 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
CREATE TABLE [dbo].[Customer](
	[AccNo] [int] IDENTITY(1,1) NOT NULL,
	[UserID] [int] NULL,
	[Name] [nvarchar](max) NULL,
	[Surname] [nvarchar](max) NULL,
	[ID_No] [nvarchar](max) NULL,
	[Address] [nvarchar](max) NULL,
	[Telephone] [nvarchar](max) NULL,
	[Mobile] [nvarchar](max) NULL,
	[Fax] [nvarchar](max) NULL,
	[Email] [nvarchar](max) NULL,
	[Notes] [nvarchar](max) NULL,
	[Balance] [decimal](18, 2) NULL,
 CONSTRAINT [PK_Customer] PRIMARY KEY CLUSTERED 
(
	[AccNo] ASC
)WITH (PAD_INDEX = OFF, STATISTICS_NORECOMPUTE = OFF, IGNORE_DUP_KEY = OFF, ALLOW_ROW_LOCKS = ON, ALLOW_PAGE_LOCKS = ON) ON [PRIMARY]
) ON [PRIMARY]

Thanks