[jQuery] $("a").click(function()) not working...

[jQuery] $("a").click(function()) not working...

I'm trying to convince one of my co-workers to start using jQuery. So he's
been doing some testing (basic stuff copied from the site) and having
trouble getting it working. Thinking it might just be his setup I copied his
code over to my machine to test. It doesn't work on my end either. Can
someone review this and see what's going wrong? The load function runs
correctly but the click doesn't run at all, nor does it return an error.
The version of jQ I'm using is:
Built Fri May 12 13:01:23 2006
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.0 Transitional//EN"
"http://www.w3.org/TR/REC-html40/loose.dtd">
<html>
<head>
    <title>Test</title>
        <script src="jquery.js" type="text/javascript"></script>
        <script language="JavaScript">
        <!--
            $(document).load(function(){
                alert("Load Works");
            });
            $("a").click(function(){
                alert("Click Does Not Work");
            });
         //-->
        </script>
</head>
<body>
<a href="javascript:void(null);" class="test">testing</a>
</body>
</html>
<!----------------//------
andy matthews
web developer
certified advanced coldfusion programmer
ICGLink, Inc.
andy@icglink.com
615.370.1530 x737
--------------//--------->
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