http://www.opera.com/browser/tutorials/userjs/using/

Adding User JavaScripts

To enable user JavaScript, use Tools > Preferences > Advanced > Content > JavaScript options, and select the directory where you will put your User JavaScript files. Opera will load all files in the specified directory whose names end with .js and will use them as User JavaScript files.

那個 簡體論壇主版，被 置頂的文章 也有提到喔。