ho provato ad importarlo come mi dici tu, ma non funziona.
questo è il codice dello script che va messo nel tag <head></head>:

codice:
<script type="text/javascript">

var persistmenu="yes" //"yes" or "no". Make sure each SPAN content contains an incrementing ID starting at 1 (id="sub1", id="sub2", etc)
var persisttype="sitewide" //enter "sitewide" for menu to persist across site, "local" for this page only

if (document.getElementById){ //DynamicDrive.com change
document.write('<style type="text/css">\n')
document.write('.submenu{display: none;}\n')
document.write('</style>\n')
}

function SwitchMenu(obj){
	if(document.getElementById){
	var el = document.getElementById(obj);
	var ar = document.getElementById("masterdiv").getElementsByTagName("span"); //DynamicDrive.com change
		if(el.style.display != "block"){ //DynamicDrive.com change
			for (var i=0; i<ar.length; i++){
				if (ar[i].className=="submenu") //DynamicDrive.com change
				ar[i].style.display = "none";
			}
			el.style.display = "block";
		}else{
			el.style.display = "none";
		}
	}
}

function get_cookie(Name) { 
var search = Name + "="
var returnvalue = "";
if (document.cookie.length > 0) {
offset = document.cookie.indexOf(search)
if (offset != -1) { 
offset += search.length
end = document.cookie.indexOf(";", offset);
if (end == -1) end = document.cookie.length;
returnvalue=unescape(document.cookie.substring(offset, end))
}
}
return returnvalue;
}

function onloadfunction(){
if (persistmenu=="yes"){
var cookiename=(persisttype=="sitewide")? "switchmenu" : window.location.pathname
var cookievalue=get_cookie(cookiename)
if (cookievalue!="")
document.getElementById(cookievalue).style.display="block"
}
}

function savemenustate(){
var inc=1, blockid=""
while (document.getElementById("sub"+inc)){
if (document.getElementById("sub"+inc).style.display=="block"){
blockid="sub"+inc
break
}
inc++
}
var cookiename=(persisttype=="sitewide")? "switchmenu" : window.location.pathname
var cookievalue=(persisttype=="sitewide")? blockid+";path=/" : blockid
document.cookie=cookiename+"="+cookievalue
}

if (window.addEventListener)
window.addEventListener("load", onloadfunction, false)
else if (window.attachEvent)
window.attachEvent("onload", onloadfunction)
else if (document.getElementById)
window.onload=onloadfunction

if (persistmenu=="yes" && document.getElementById)
window.onunload=savemenustate

</script>
e nel body inserisco questo:

codice:
<div id="masterdiv">

	<div class="menutitle" onclick="SwitchMenu('sub1')">MENU</div>
	<span class="submenu" id="sub1">
		- Link to DD

		- Recommend Us

		- Email Us

	</span>

	<div class="menutitle" onclick="SwitchMenu('sub2')">Home</div>
	<span class="submenu" id="sub2">
		- What's New

		- What's hot

		- Revised Scripts

		- More Zone
	</span>

	<div class="menutitle" onclick="SwitchMenu('sub3')">Regolamento</div>
	<span class="submenu" id="sub3">
		- Usage Terms

		- DHTML FAQs

		- Scripts FAQs
	</span>

	<div class="menutitle" onclick="SwitchMenu('sub4')">Forum</div>
	<span class="submenu" id="sub4">
		- Coding Forums

	</span>
	
	<div class="menutitle" onclick="SwitchMenu('sub5')">Leghe</div>
	<span class="submenu" id="sub5">
		- JavaScript Kit

		- Freewarejava

		- Cool Text

		- Google.com
	</span>

	<div class="menutitle" onclick="SwitchMenu('sub6')">Registrati</div>
	<span class="submenu" id="sub6">
		- Link to DD

		- Recommend Us

		- Email Us

	</span>

	<div class="menutitle" onclick="SwitchMenu('sub7')">Cerca</div>
	<span class="submenu" id="sub7">
		- Link to DD

		- Recommend Us

		- Email Us

	</span>

</div>
se provo ad importare da file esterno .js la script che metto nel tag <head></head> non mi attiva lo script, ma mi mostra il menu dinamico tutto aperto.