Tabs - Selected option

For the life of me, I cannot set the initial tab option. I'm using the
following code:
$j(document).ready(function(){
$j("#strategy_menu > ul").tabs({selected: 2});
});
I have not changed any settings in the ui.tabs.js file and the tab
functionality works perfectly, except for the selected option. Can
anyone please point out if I'm doing it worng?
Thanks.