To avoid global variable name collision, there is a possibility to enclose your Javascript snippet in an anonymous function, whose invocation follows the declaration. For instance:

(function () {
    var msg = 'test';
    alert(msg);
})()

This comes in two parts: the first one is an expression (function () { var msg = 'test'; alert(msg);}) that is evaluated as a function. Therefore, you can directly invoke this evaluated function by passing a parameter list (in the example: an empty list), which gives you the above snippet.

A variant with a parameter, this time:

(function (msg) {
    alert(msg);
})('test');

Cool consequences

The cool thing about this practice is that there are no more global variables (‘cause the declared variables are limited to the enclosing function scope) and any possible collision is thus avoided. This is especially useful when you have to handle multiple tracking tags within the same page. Further reading:

detailed answers: http://stackoverflow.com/questions/1140089/how-does-an-anonymous-function-in-javascript-work
must-read for Javascript newbies like me: http://www.eloquentjavascript.net