Question on Statement Chaining

Question on Statement Chaining

Could someone please help:  I am taking the Lynda.com class 'JQuery - Essential Training' and I'm having trouble getting one of the exercises to work from chp 2.  I am using the JQuery library 'jquery-1.8.3.js' and my
file structur is as follows.  C:\JQuery\Excercises\images\small_pdf_icon.gif and C:\JQuery\Excercises\Sample.htm 

Full code of Sample.htm  = http://pastebin.com/WViQRET5

The line I'm having trouble getting to work is:
 $("li a[href$=.pdf]").after("<img src='images/small_pdf_icon.gif' align='absbottom' />");

Note: I know I can get JQuery to work in this file because I tested with the line
 alert("There are " + $("p").length + " <p> elements"); and it worked.

Would anyone know what I'm doing wrong?

Thanks

Dave (Newbee)