Your script does not work for me, but I guess it does for you so we might have a different setup. I changed the script to
lynx -dump $1 > story.txt
echo "step one completed"
I run it with
and I get the same result.
Instead of running the script with fox.com try with techland.ro and you will see that the script actually works just fine. The problem is not with your script but with the website you are trying to access. I believe it blocks website crawlers, because lynx is a command line browser it actually acts exactly like a crawler, resulting in the message you get.
You can set different rules for websites, if a website blocks unknown crawlers then it will also probably block lynx (or any other command line browser). Your script is fine, the website is blocking you.