Accordion question

Accordion question

I'm new to jQuery and I have a very basic and easy question.

I'm trying to use the accordion on my website. I've already created the page and have the layout done.

What I'm trying to do is shown on the demo page: jQuery UI Demo -> Accordion -> Collapse Content.
I need all my accordions to be collapsible but by default it's set to one always being expanded.

On the demo page it says that this can be achived by setting the collapsible option to true.

How do I do that? Is it done in my html code, or the js code, or the css code? What is the actual script and where do I paste it?

Thanks so much in advance!!!