Placing JavaScript on EACH page and not just the b

Hi all
Just noticed that my web space error log is throwing out errors due to individual pages looking for a javascript. Now, the script works fin on the main index page but not on each individual page.
The script is for fading links called fader.js
So, my question is this…Can I add script type=”text/javascript” src=”fader.js”></script to anywhere else so that it appears in each individual post?
Is it appropriate to do so or am I best off without the js?
Thanks for looking in.