Module that adds a script to the header
You can add a script using drupal_add_js and to have it added on every page, you can call it in hook_init.

Module directory path can be resolved by drupal_get_path('module', 'module_name')  

module_init() {
  drupal_add_js(drupal_get_path('module', 'module_name')."/js/myscript.js");
}