Using jQuery in Greasemonkey (with Google AJAX Libraries)：
(function(){
function myjob()
{
// your code...
}
GM_xmlhttpRequest({
method: 'GET',
url: 'http://ajax.googleapis.com/ajax/libs/jquery/1.2.6/jquery.min.js',
onload: function(r){ eval(r.responseText); myjob(); }
});
})();
It seems that you can use @require to include the library in the new version of greasemonkey: http://wiki.greasespot.net/Metadata_block#.40require .