I found it myself. Just write:

script.include("mysub.vbs")

and the file is included.
Just to know: One thing I noted, is that when you make an include in a auto-script, the auto-script is to be placed in the folder "c:\program files\mediamonkey\scripts\auto", but the included script must be placed one folder up, i.e. "c:\program files\mediamonkey\scripts".

It works great!

It is a function in sdbscriptcontrol called include, which would be convenient to use for including basic functions used when scripting in vbscript. But I can not find out how to use it. Are there anybody knowing anything about the function? Shall it be just like when including a file in a c-program, with some exceptions or are there more things to think about? I've tried things like songsdb.sdbscriptcontrol.include ("mysub.vbs") but not succeeded, so if you can help me Iwould be greatful