Including a javascript file using javascript

Just playing around with including javascript templates into my CF code when I came across this issue.

I have two files I'm testing with.  The javascript file I want to include is called KDL.js.  The contents are listed here:

<script language="javascript">
  function KDL_Test(MyString) {
  var MsgString = MyString + "KDL Rocks";
  alert(MsgString);
  }
</script>

The other template is called KDL.cfm, and it's contents:

<CFINCLUDE TEMPLATE="kdl.js"> 
<script language="javascript">
  KDL_Test("I am here. ");
</script>

This works fine as I get my alert window whenever I execute the code.

What I don't understand is why doesn't the javascript alert window get called when I use javascript to include the javascript template?

<script language="JavaScript" type="text/javascript" src="kdl.js"></script>
<script language="javascript">
  KDL_Test("I am here. ");
</script>

This code doesn't generate any error messages but I don't get the popup window either like I did with the first include.  Thoughts???