Hey. So I was making a game in Blender when I found that I needed to have an object like a particle or a weapon in a blank layer across all of my scenes.
So, I manually linked it - no problem. Then, I created another scene or object, and I had to do it again. You can quickly see where the problem comes in - that's why I decided to make an add-on that currently works for Blender 2.57 to link the selected object across all scenes in the same layer.
EDIT: I forgot to say how to install the add-on! For Windows, you can do that by using the 'Install Add-On' button in the User Preferences menu.
You can download the add-on here.