JQuery is an extension of JavaScript that uses various techniques to virtually extend the capabilities of what you can create with plain JS. The website for JQuery can be found here:
http://jquery.com/
The most recent version of JQuery as of the creation of this tutorial is 1.7.1. You can (and should, if you're going to use it) download the production version of it here:
http://code.jquery.com/jquery-1.7.1.min.js
You can download it by visiting the URL and then clicking File > Save As (or Save Page As) in your browser.