I'd include the jquery reference in the head of the master page itself.
Or if you don't want the jquery on every page then you can do this in your master page:
<head runat="server">
<asp:ContentPlaceHolder ID="head" runat="server">
</asp:ContentPlaceHolder>
</head>
And then do this on the aspx page that needs jquery:
<asp:Content ID="Content1" ContentPlaceHolderID="head" runat="server">
<script type="text/javascript" src="http://ajax.googleapis.com/ajax/libs/jquery/1.3.2/jquery.min.js"></script>
</asp:Content>
Either way you do it accomplishes the same thing. It includes the jquery file in the "head" of your HTML. And that's the easiest way to ensure jquery works properly.