Did you read through the Scripting section of JQM?
Do you mean using the source as online? There are many reasons it might not work. Why not download and use a local copy of JQM/JQ? Did you try to debug?
1. You are mixing JQM 1.2.0 CSS with JQM 1.1.0 JS. Pick one version.
2. You don't have a button on your page. JQM can style links, button elements, and inputs of types submit or reset as buttons. You are attempting to use an input of type <image>, and JQM does not support this: