Add script into front from my plugin

Use wp_enqueue_scripts and admin_enqueue_scripts actions to enqueue your scripts:

// for front end
add_action('wp_enqueue_scripts', array(&$this, 'load_my_scripts'));
// for back end
add_action('admin_enqueue_scripts', array(&$this, 'load_my_scripts'));

Also pay attention that it is bad practice to load your scripts on all pages of the site. Load your script only if need be:

// ...
function load_my_scripts() {
    if ( $some_condition ) {
        wp_enqueue_script('script', 'js/myscript.js');
    }
}
// ...