Here is another way to add the external .js file.

$external_js = 'http://www.example.com/a.js';
drupal_add_js('document.write(unescape("%3Cscript src=\''. $external_js . '\' type=\'text/javascript\'%3E%3C/script%3E"));', 'inline');

Done =)

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Reference: Web Design by Tim Wooten – Load external js file in Drupal 6