[jQuery] Simple question. my query isnt working

I just started on a book and before I can get started I am already stuck.
Here is what ive done

1. Ive added jquery to my server and I included it in my html. I check my
source code in browser and it shows that it's there. I have version 1.3.2

2. I added this line of code
<script src="jquery.js"></script>
<script type="text/javascript">
$('#go').html("I have added some text to an element");
</script>

3. In my body tag I added this
<div id="go">

And nothing is happening. I tried calling the class and the id.
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