I have personally stopped using Google's auto loading because of the additional request and I've found very few other benefits. Instead I just include the JS and files directly. You can find the tags at this site.
Here is the code I use for jQuery:
<link href="//ajax.googleapis.com/ajax/libs/jqueryui/1.8.2/themes/blitzer/jquery-ui.css" rel="stylesheet" type="text/css" />
It's nice of Google to also include the jQuery UI CSS as well as the referenced images.