[Mauzen]

Simply speaking, if you need another program or environment to run it, it is a scripting language. (like the samp server, webservers, python interpreter) If it compiles to something that runs on it own, its a programming language.
You wont find high programming languages that need no compiling, but some scripting languages might need to be compiled, and some others not.
http://en.wikipedia.org/wiki/Scripting_languages