This happens in all browsers, so there must be a reason.
Example:
<html>
<body>
<script>var a="support/";
var aa='<iframe src="http://google.com/' + a + '" />';
document.write(aa)</script>
<script>alert('test')</script>
</body>
</html>
The code after the iframe write (in this case alert('test')) doesn't execute. Why?
Because you're writing broken HTML into the document -- there's no > on the iframe tag.
You need to close your quotes and iframe. This works:
<html>
<body>
<script>var a="support/";
var aa='<iframe src="http://google.com/' + a + '" />';
document.write(aa)</script>
<script>alert('test')</script>
</body>
</html>
Your HTML that you write into the document is invalid and causes the browser to fail interpreting the rest of the document, including the remaining <script> tags.
You are writing <iframe src="http://google.com/support/. Add "></iframe> and it's ok.
However, a cleaner approach would be not to use document.write at all (assuming you have some HTML element with id="container" to hold the iframe):
var iframe = document.createElement('iframe');
iframe.setAttribute("src", "http://google.com/support/");
document.getElementById("container").appendChild(iframe);