Can't detect click on ul li element

Can't detect click on ul li element

$(

"ul#menu li" ).click( function () {

alert(

'Handler for menu click() called.' );

});
The above is a function I made to detect when a menu item is clicked on.  The menu is made by using CSS on a ul tag's li children.   Each li is a different menu item.
It doesn't work.
Any help is appreciated.
-- Gid