Make sure you are running tcsh before sourcing the setup scripts. There are different kinds of shells (you can think of the shell as the command line) and they understand different commands. The set up script is just a bunch of commands that go to the shell, so you have to be running the right one to understand them.

To see which shell you are running, run the ps command:

$ ps
  PID TTY          TIME CMD
11017 pts/9    00:00:00 tcsh
11039 pts/9    00:00:00 ps

You will see tcsh, as above, or bash. If you see bash, you need to run the tcsh program before sourcing your set up script:

$ tcsh
$ source SetUpFreeSurfer.csh