Hi Sharif,
The method Michael gave is a much better method but, the ConnectPonts script method will work also. The points in the file you posted were measuring at 4.1*** and such, so the value 3 would not produce a result. Try typing 5 and it will do the segments. I then did the join/rebuild and got a curve with no change at "10 points", which is a much less dense curve than the through points curve created with the export point/import point of the original file. If you had many curves like this, it may be good to have this other method available.