I had intergrated FancyBox ( http://fancybox.net ). 

You can see the code there given for using it. Process is similar. 

Check this from the mojoportal's documentation (Adding Custom Javascript: http://www.mojoportal.com/adding-custom-javascript.aspx ).

There is also another point to care for. The jquery plugin you want to use uses a different jquery version than the cms itself. So there will be a conflict.

I personally added javascript in my own way and this helped me solved the issue I mentioned.

I edited the layout.master file of my skin and I added this after <title></title> :

 <script type="text/javascript" src="http://ajax.googleapis.com/ajax/libs/jquery/1.4/jquery.min.js"></script>
    <script type='text/javascript'>
     var $jq = jQuery.noConflict();
    </script>

and I call the 1.4 library like this

   $jq(document).ready(function () {

I guess there should be a more proper way to do it but this is what works for me.