When I put this line
<script type="text/javascript" src="http://static.citygridmedia.com/ads/scripts/v2/loader.js"></script>
to my html-file (inside or outside <head></head>), and I get failed-GET request.
(same experience in fiddle http://jsfiddle.net/6fznd/)

However, if I open this link directly on browser, everything looks normal (e.i. I see the script when I open this link: http://static.citygridmedia.com/ads/scripts/v2/loader.js).
Why I cannot load this script on html page?
Here is loading fine, even in jsFiddle. Maybe you’re facing some weird problem with your internet.