Please tell me how did you try to enter the JavaScript ?
Using the Text/HTML Editor ?
The Text/HTML editor is restricted not to allow JavaScript so users that post on your site won't ruin it using code.
You can enter JavaScript if you develop your own skin and paste it within the ascx page.

There are several modules that let users inject JavaScript - you can suggest the purchase of these modules on the Feedback Center - maybe tell what the uses you need them and people will vote for it.

Search results for: inject (Take from Snowcovered)

Script Injector by Vizisoft Networks Script Injector 3.0 is a use-to-use tool that helps you to embed Whoson and other external tracking and statistics packages, such as Google Analytics into your web pages...read more Price: $9.99 DNN Injector 1.0 for Google Analytics by netQ Consulting Add Google Analytics to your site with a standard DNN module. Works with DNN 3+...read more List Price: $9.99 Price: $1.99 Save: $8.00 (80%) DNNRocks - Head Injector (Great for Google Analytics) by Darren Neese This module will inject any text/code/markup into the head section of the html generated by DotNetNuke!...read more List Price: $9.99 Price: $3.30 Save: $6.69 (67%) Magic Spacer by Jan Blomquist The magic spacer will inject an invisible area to a module and give you much more control over the layout of the page. The real magic is the drag & drop resizing of this space in edit mode. ...read more List Price: $29.00 Price: $19.00 Save: $10.00 (34%) GX-SkinInjector 1.0 by GXDO.com This module simply 'Injects' content into the header tag of the rendered DotNetNuke page, and can do so depending on a number of filters such as the users role, tab id, current date, cookies, htp headers and url parameters. This is suplied as both a design-time [SKINOBJECT] and a run-time module....read more Price: $9.95