First off, please post the code being run when you click those links, and their html.
secondly, did you have a typo there? Window.document should be window.document, should it? (lowercase w)
Edit response to changes in OP question
Without the html it's a little hard to say, but If I were taking a stab in the dark, I'd say this line:
headerFrame.document.body.style.backgroundColor = "Black";
is causing the error. It looks like headerFrame is on a different domain and you don't, for security reasons, have permission to modify the contents of that frame. Of course, some of the following lines will also have the same issue.
Also see http://userscripts.org/topics/25029 and http://www.webdeveloper.com/forum/showthread.php?t=189515 for similar cases.
Edit 2
From Mozilla Development Center
Note: Firefox 3 alters the security for windows' documents so that only the domain from which it was located can access the document. While this may break some existing sites, it's a move made by both Firefox 3 and Internet Explorer 7, and results in improved security.