You will have to write code to detect when a dynamically loaded script is loaded and unfortunately, it works slightly different in some older browsers so it isn't as simple as it could be.  Here's a good reference article on how to do that: http://www.ejeliot.com/blog/109
Here's some of the code from that article:
function loadScript(sScriptSrc, oCallback) {
    var oHead = document.getElementsByTagName('head')[0];
    var oScript = document.createElement('script');
    // make sure callback isn't run more than once
    function runCallback() {
        if (oCallback) {
            oCallback();
            oScript.onload = oScript.onreadystatechange = null;
            oCallback = null;
        }
    }
    oScript.type = 'text/javascript';
    // most browsers
    oScript.onload = runCallback;
    // IE 6 & 7
    oScript.onreadystatechange = function() {
        if (this.readyState === 'complete') {
            runCallback();
        }
    }
    oScript.src = sScriptSrc;
    oHead.appendChild(oScript);
}
Alternatively, you could use one of the tiny libraries that does this work for you.  You can see a list of some of those here: http://microjs.com/#loader.  Though I'm not sure you want to use yet another library to assist with loading your primary library.