ps - I forgot to say that instead of downloading and hosting jQuery yourself, you can actually link to the latest version of jQuery that's stored in Google hosted libraries - just use this link in the <head> section of your web page;
Code:
<script src="//ajax.googleapis.com/ajax/libs/jquery/1.8.3/jquery.min.js"></script>
The benefits of this are that it will be downloaded quicker, due to being hosted on a different domain (something called 'parallel downloading'), and also, there's a good chance that your visitors already have the file stored in their cache from having visited other websites that are using it already, so this again will speed up page load times for your own site.
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