Where is Arma 2 directory folder at?

Yeah did searching trust me, I put it in the folder but it saids script not found.

List every step you are doing.

You didn't put it in the right place, or you didn't type in the full file name. Make sure you're putting it under operation arrowhead and not the other, normal arma 2.

Load Arma 2 OA beta patch
Now in the main menu
Go back to desk top
Load the bypasser released by Dark hax..
Select yes to all
(I have put a script in the folder Computer/ Local disk/ Program (86)/ Steam/ steam app/ common/ arma 2 OA/ (in here)
Type in the script van2 (for a car) (havent press enter yet becuz i havent join a server)
GO back to the game and join a server
when im in the server i execute for the script
go back to the game
Script van2 not found.

The only thing that I could see wrong is you are not typing the script in correct. Try another script and see if that helps. I would suggest you download the Wuat scripts that can be found in this forum. It has a in game selector for all kinds of goodies.

do we have to put .sqf at the end?

Yeah, the EXACT filename