I have been looking around and when you goto by a domain it has this script or something. Like this one zeroregistry.com. So yeah I was just asking if anyone knows how to make a site like that.

What exactly are you trying to do? Register a domain or make a site like the URL that you posted? IF you want to register a domain, the URL is where you can do so, its not the best place to get one but I dont see why it doesn't work :-P. If you want to make a site like that, ou need a purchase a software, yes, like you mentioned it is a script. You might want to contact the company and ask what kind of script it is, or look into the html if they have an information tab.
The following site: http://www.directdomainreg.com, is a site of the same purpose, using the same script.

That is a software called LogicBoxes from Directi also available for Directi resellers for free. Not the sorcecode but you will be able to customize it to some extent.