[themes] How to include and use jquery plugin in my theme

Hi all, I'm working on a new relase of my theme for Drupal 6.x and all the blocks have rounded corners. I want to use this plugin to achieve this. http://malsup.com/jquery/corner/ I don't know where I must put this script, I don't know how to include this script inside my theme and then after how can I use it. Someone can help me to achieve this with some links, resources, suggestions? Thanks -- Massimiliano Marini - http://www.linuxtime.it/massimilianomarini/ "It's easier to invent the future than to predict it." -- Alan Kay