You can use #load to load scripts saved on the server at tryfsharp.org by using:
#load "<nickname>/<filepath>"
where <filepath> is the complete name of the file from a user with the given <nickname>.
For example, take the following file
http://www.tryfsharp.org/create/cpoulain/msdn/load1.fsx which defines a simple module:
namespace foo
module bar =
let f x y = x + y
Then from another script, you could do:
#load "cpoulain/msdn/load1.fsx"
open foo
bar.f 1 2
(as shown here
http://www.tryfsharp.org/create/cpoulain/msdn/load2.fsx ).