From the Unity Rigidbody.velocity documentation:

In most cases you should not modify the velocity directly, as this can result in unrealistic behaviour.

Instead of setting the object velocity, add force to the object:

clone.AddForce(clone.transform.forward * speed);

I've not tried instantiating a Rigidbody before, only a Transform/GameObject prefab, but I can't think of a reason it wouldn't work. Try pasting this code over yours.

var projectile : Transform;
var bulletSpeed : float = 20;

function Update () {
    // Put this in your update function
    if (Input.GetButtonDown("Fire1")) {

    // Instantiate the projectile at the position and rotation of this transform
    var clone : Transform;
    clone = Instantiate(projectile, transform.position, transform.rotation);

    // Add force to the cloned object in the object's forward direction
    clone.rigidbody.AddForce(clone.transform.forward * shootForce);
    }
}

Is it possible that you have a collider on your camera that is colliding with your projectile? Use Physics.IgnoreCollision(clone.collider, collider) to ignore collisions between the fired object and the object doing the firing.

Edit: moved from comment to answer

I changed this

clone.AddForce(clone.transform.forward * speed);

Into

clone.AddForce(clone.transform.forward * 1000);

And it worked :o

rigidbody.AddRelativeForce(Vector3.forward * Time.deltaTime * speed); 

I hope that it works ;)

Your Bullet will always fire at what it is attached to, so if you attach the bullet with the firing script, and a small invisible square without a mesh, then it should fire at, and through, the square