What is your operating system ?

On Linux systems, use inotifywatch on that file to check if it's modified and take appropriate action.

Upon modify action (or any action you require supported by inotify subsystem), take action to prevent unwanted behavior.
chown a monitored file not to execute, mv a monitored file ,check the PID with fuser, run an antivirus check on monitored file etc.
This can be done from screen session, crontab or as a background job in while loop.

Check if script unchanged from script itself makes no sense whatsoever, as zaxxon mentioned.
It should be an external script/utility/software.

I have found that a lot of software actually uses inotify subsystem builtin, like clamav for instance.

On other OS-es you can use audit systems (perhaps overhead for one script/file), or script from cron using while loop and cksum (or equivalent tool) with a bit logic.

Hope that helps
Regards
Peasant.