[ваый]

var script = document.createElement('script');
if (script.readyState && !script.onload) {
    // IE, Opera
    script.onreadystatechange = function() {
        if (script.readyState == "loaded" || script.readyState == "complete") {
            script.onreadystatechange = null;
            alert('Loaded');
        }
    }
}
else {
    // Rest
    script.onload = function() {
        alert('Loaded');
    };
}
script.src = src;
document.getElementsByTagName('head')[0].appendChild(script);

Можно оформить в функцию:

var loadScript = function(src, callback, appendTo) {
    var script = document.createElement('script');

    if (!appendTo) {
        appendTo = document.getElementsByTagName('head')[0];
    }

    if (script.readyState && !script.onload) {
        // IE, Opera
        script.onreadystatechange = function() {
            if (script.readyState == "loaded" || script.readyState == "complete") {
                script.onreadystatechange = null;
                callback();
            }
        }
    }
    else {
        // Rest
        script.onload = callback;
    }

    script.src = src;
    appendTo.appendChild(script);
}