Wordpress - How to Link External jQuery/Javascript files with WordPress

From the wording of your question, you must be adding scripts by writing <script> tags in your template. Add your own scripts via wp_enqueue_script() in your template's functions.php, appropriately setting dependences on jQuery, and wp_head() will add the scripts for you.

function my_scripts() {
    wp_enqueue_script( 'my-sweet-script', get_bloginfo('template_directory') . '/script.js', array('jquery') );
}
add_action('template_redirect', 'my_scripts');

See the codex page for more info.

I suggest taking a look at 5 Tips for using jQuery with WordPress. Among other things, it shows the code necessary to load jQuery from Google's library:

function my_init() {
    if (!is_admin()) {
        // comment out the next two lines to load the local copy of jQuery
        wp_deregister_script('jquery');
        wp_register_script('jquery', 'http://ajax.googleapis.com/ajax/libs/jquery/1.3.2/jquery.min.js', false, '1.3.2');
        wp_enqueue_script('jquery');
    }
}
add_action('init', 'my_init');

You could also check out the Use Google Libraries plugin.