I heard tale that some folks don't have a UserJS directory set by default. I don't recall if I set mine or if it already was.
In any case, go to Tools, Preferences, then go to the Advanced tab. From there, go to the Content section, click Javascript Options, and type in "c:\userjs" in the My Javascript Files blank (minus the quotes). Or you can pick whatever other directory you want if you prefer, then put the script I made into there.