If you are lazy to copy and paste the jquery file to your development folder for example when testing something simple, you can always use jquery hosted by google. To include it is very simple, you just include this script on the top and you’re done.

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<script src="http://www.google.com/jsapi"></script>
<script>
   google.load("jquery", "1.3");
</script>

You are ready to use the jquery. Yahooo.. ups.. Goooooglee!!