How to accept script changes

If your Jenkins build job contains scripts, sometimes new deployments will have this error when you run them the first time:

Started by user dummyuser
org.jenkinsci.plugins.scriptsecurity.scripts.UnapprovedUsageException: script not yet approved for use
    at org.jenkinsci.plugins.scriptsecurity.scripts.ScriptApproval.using(ScriptApproval.java:469)
    at org.jenkinsci.plugins.workflow.cps.CpsFlowDefinition.create(CpsFlowDefinition.java:121)
    at org.jenkinsci.plugins.workflow.cps.CpsFlowDefinition.create(CpsFlowDefinition.java:68)
    at org.jenkinsci.plugins.workflow.job.WorkflowRun.run(WorkflowRun.java:293)
    at hudson.model.ResourceController.execute(ResourceController.java:97)
    at hudson.model.Executor.run(Executor.java:429)
Finished: FAILURE

To get around this, go to:

Jenkins -> Manage Jenkins -> In-process Script Approval

Scroll down to the scripts that needs to be approved and click on the Approve button as needed.