function loadScript(url, completeCallback) {
   var script = document.createElement('script'), done = false,
       head = document.getElementsByTagName("head")[0];
   script.src = url;
   script.onload = script.onreadystatechange = function(){
     if ( !done && (!this.readyState ||
          this.readyState == "loaded" || this.readyState == "complete") ) {
       done = true;
       completeCallback();

      // IE memory leak
      script.onload = script.onreadystatechange = null;
      head.removeChild( script );
    }
  };
  head.appendChild(script);
}
Usage:

loadScript("http://ajax.googleapis.com/ajax/libs/jquery/1.3.2/jquery.min.js",
            function () { alert('jQuery has been loaded.'); });