You can't load jQuery from a cdn such as Google or Microsoft.
Due to security constraints, you must load it from the same local file system as the AIR application.
See Avoiding security-related JavaScript errors.
<html>
<head>
<title>AIR with jQuery</title>
<script type="text/javascript"
src="lib/jQuery/jquery-1.4.3.min.js"></script>
<script type="text/javascript">
jQuery(function($) {
$('body').append('jQuery is loaded.')
+