Total Beginner, needs help.

Total Beginner, needs help.

Ok so I am completely new to JQuery, and I have some javascript experience but for some reason through all the tutorials I have looked through I can't seem to get anything to work for me. I am using dreamweaver cs3 and trying to have jquery do something EXTREMELY simple but it doesn't work for me and I am unsure why. Please someone help me just figure out this small problem so I can be on my way and learning more about this seemingly great thing called jQuery.

Can someone tell me why this doesn't work for me when I preview it in Dreamweaver?

Thanks!

<html>
  <head>
    <script type="text/javascript" src="jquery-1.2.6.js"></script>
</head>
  <body>
  <script type="text/javascript">
    $("a").click(function(event){
   alert("I can't figure out jQuery");
});</script>
    <a href="http://jquery.com/">clicky</a>
  </body>
  </html>