Assuming that your original file (which I shall call "filename") is a MSDOS text file with a carriage-return character in every record.
What is the output from this sequence of commands both from the command prompt and from a shell script. I'm assuming that your shell is not "csh" or "tcsh".
The "sed -n l" command just makes control codes visible.

Code:

filename="insert_the_name_of_your_original_file"
echo "Shell is:"
echo "${SHELL}"
echo "Original file"
head -1 "${filename}" | sed -n l
echo "Conversion 1"
head -1 "${filename}" |tr -d "\015" | sed -n l
echo "Conversion 2"
head -1 "${filename}" |tr -d '\015' | sed -n l
echo "Conversion 3"
head -1 "${filename}" |tr -d "\r" | sed -n l