Here's how you can include javascript and/or css from a module. If you'd like to include the files on every page load, you can put this code snippet in your hook_init().
<?php
function MYMODULE_init() {
// add module javascript
drupal_add_js(drupal_get_path('module','MYMODULE') . '/MYMODULE.js');
// add module css
drupal_add_css(drupal_get_path('module','MYMODULE') . '/MYMODULE.css');
}
?>