I was trying to add a DOS batch file to a VS database project to run bcp command to insert data to deployed database:

When I double click the .bat file from windows explorer to run the file, I got this error:

It looks like the default code page, UTF-8, can't be used to save the .bat file.
So I specified the encoding for the bat file to Codepage 1252 instead.
Here is how:
Menu -> File -> Advanced Save Options

Change it to: