you can create a folder in  in dnn project and put all the js files to all folder and top of control put this path 

<script src="/DesktopModules/TestDotnetnukeprojec/Scripts/New.js" type="text/javascript"></script>

please  make sure that your path should start with DesktopModules then only this link would work

thanks 

Manish

I wanted to say thanks everyone for trying to help... I think in most cases the idea of putting the JavaScript in the Footer or Header of the text/html module is very workable... in this case the JWPlayer script had a few issues.

Mike, I really like your suggestion with the DigFlash module I tried it on a few of the major browsers and it worked great.  I really like how the player is keyboard accessible too.  I haven't tried it with a device that doesn't have flash support but your documentation sounds like that it covered too.  The only thing I can't figure out is how to center the player on the page.  If you know of a trick for centering I would love to hear from you.  If that can't be done it isn't a show stopper.  Very Nice!  

Regards,

Chris