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.