[whpalmer4]

The Applications folder in question lives in ~/Library/Scripts (~ being Unix shorthand for the name of your home directory). If in the Finder, you use the Go->Go To Folder... command and enter ~/Library/Scripts/Applications, you'll end up in the right place, if the Applications folder exists. To create the Applications folder, the easiest way is to use the Applescript Utility program found in /Applications/Applescript. Click the option to show the Script menu in the menu bar. Now, start up the application for which you want to install a script, and select Open Scripts Folder -> Open <app> Folder from the menu bar Scripts menu. That will create the folder if it doesn't already exist. Put your script in that folder and you're all set. I think the problem was that you didn't have OmniFocus as the frontmost application when you went to the Scripts menu.

So, to sum up, there is an Applications folder in the ~/Library/Scripts folder, and it has folders for however many applications you have scripts for. It doesn't appear as "Applications" in the scripts menu, but its contents are (selectively) shown in the menu. If you follow Rob's instructions exactly, it works, but seemingly insignificant deviations can lead to frustration, as you've found.