Acording to this
Mozilla has what I’d call a user init script, aka a .rc file. But Firefox’s doc doesn’t say that (see here) and my experiments suggest that the only thing can put in a firefox user.js file is calls on user_pref. Everything else is ignored? Bummer.
I’m not sure what you’re trying to accomplish … the easiest way to run some JS per window is to make a minimal extension, as far as I know. If you want to do things with sites, Greasemonkey is your friend http://greasemonkey.mozdev.org/