Globally loading library

[eluser]Unknown[/eluser]
I've just gotten started with CodeIgniter, and I like it! I'm migrating my sites away from my custom framework, which is quickly getting outdated. I'm using my usual learning method of diving straight in, so bear with me if my questions seem stupid. The documentation is very nice, however, so hopefully I won't bother you with too many of my questions.

I just created a simple custom library. I'm going use this throughout my application. Is there a simpler way than manually loading it in every controller? Can I load it through my config file or something similar?