dynamic .js load

I have an external .js file that handles some menus on my page. It currently load with the page on the following tag:
<script language=JavaScript2.1 src=menus.js></script>
This is a problem because the loading and compiling of the menus take up too much time.
I would like to load the code from menus.js when the user first clicks on one of the menu buttons. I'm ok on how to load something when they click on a menu for the first time, but I don't know how to call that .js file.
Does anybody know how to solve this?

Thank you much in advance for any help.
Dave