Was looking for a similar answer, but ran into this problem too. Here is some code I use:

this.create_node = function(name, url) {
var node = null;

if (‘js’ == dyn_load_obj.type) {
node = dojo.create(‘script’);
var attrs = {
id: name,
type: ‘text/javascript’,
src: url
};
dojo.attr(node, attrs);
} else if (‘css’ == dyn_load_obj.type) {
node = dojo.create(‘link’);
var attrs = {
id: name,
type: ‘text/css’,
rel: ‘stylesheet’,
media: ‘all’,
href: url
};
dojo.attr(node, attrs);
} else if (‘ico’ == dyn_load_obj.type) {
node = dojo.create(‘link’);
var attrs = {
id: name,
type: ‘image/x-icon’,
rel: ‘shortcut icon’,
href: url
};
dojo.attr(node, attrs);
}
return node;
}

I use the Dojo toolkit so you’ll see ref’s to it, but the idea is the same. Use a script to create a element and then do something like this:

window.document.head = window.document.head || window.document.getElementsByTagName(‘head’)[0];
window.document.head.appendChild(node);

…to insert the code in the head section of the page.

This actually works in IE. The thing is, I was trying to find a way to get a work around for another problem with IE. When you try to use the above code on a popup window (from the orginal window) FF, Opera, Chrome…no problem. But of coarse IE won’t do it, at least with my simple XP – IE8 setup. Some kind of bug left over from endless upgrading as best I could find Googling. God I hate Microsoft!

http://www.microsoft.com/downloads/details.aspx?FamilyID=E59C3964-672D-4511-BB3E-2D5E1DB91038&displaylang=en

We use the Javascript Debugger extension at work, which is probably what you were using to debug.