shell script and return multi lines

Pardon my ignorance on the command line and shell scripting. I have a script that looks like this:

set MyResults to do shell script ScriptToExe

When I run the ScriptToExe in the terminal it outputs multiple lines of results, applescript only returns the first line. Is there a way to get them all? I guess I need to wait for ScriptToExe to finish running?

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Operating System: Mac OS X (10.4)

i did an example of what your saying it seemed to work flawlessly for me
script script.sh

set vari to do shell script "sh /script.sh"

and it returned