Doesn't work

Doesn't work

I have an odd problem when I'm trying to use jquery.  When I download it and reference it from my webpage it doesn't work.  When I reference it from google it doesn't work.  But when I put references to both google and the downloaded version it works.  Please could somebody help.  Maybe I'm being a bit stupid as I'm new at this.  But it is doing my head in. Thanks.

My code:

<html>
<head>
<title>J Query</title
<script src="jquery.min.js"></script>
<style type="text/css">
#circle {
width:150px;
height:150px;
border-radius:50%;
background-color:green;
margin:10px;
}
.square {
width:150px;
height:150px;
background-color:red;
margin:10px;
}
</style>
</head>
<body>
<div id="circle"></div>
<div class="square"></div>
<div class="square"></div>
<script type="text/javascript">
$(".square").click(function() {
alert("The square was clicked")
});
</script>
</body>



</html>