jQuery Forum

Pay particular attention to the part that reads something like

1. <% if (false){ %><script src="../../Scripts/jquery-1.3.2.min-vsdoc.js" type="text/javascript"></script><%} %>
   

I've found that you need to put that in each page where you want intellisense to work.  You can (and often should) put the link to the main jquery library in your master page, but the intellisense link is treated differently.