From a blog post on how to create a bookmarklet using jQuery

bookmarklet-compressed.js

var i,s,sc=['http://yourhostname.com/path/to/your/script.js'];if(!jQuery){sc.unshift('http://ajax.googleapis.com/ajax/libs/jquery/1.5.1/jquery.min.js');}for(i=0;i<sc.length;i++){s=document.createElement('script');s.src=sc[i];document.body.appendChild(s);}void(0);

bookmarklet-uncompressed.js

// define all the variables at the same time:
var i,s,sc = ['http://yourhostname.com/path/to/your/script.js'];
/* 
   we don't want to add jquery unless it hasn't been defined. If
   you're dependent upon a specific version, you should just add 
   this to the array right away.
*/
if (!jQuery){
    sc.unshift('http://ajax.googleapis.com/ajax/libs/jquery/1.5.1/jquery.min.js');
}

// loop through the scripts and add them to the document's body.
for (i = 0; i < sc.length; i++) {
    s=document.createElement('script');
    s.src=sc[i];
    document.body.appendChild(s);
}

// this will cause the <a> tag not to try to follow the link on some browsers
void(0);

bookmarklet-wrapped-in-a-tag.html

<p>Drag this link to your bookmarks bar: <a href="javascript:var i,s,sc=['http://yourhostname.com/path/to/your/script.js'];if(!jQuery){sc.unshift('http://ajax.googleapis.com/ajax/libs/jquery/1.5.1/jquery.min.js');}for(i=0;i<sc.length;i++){s=document.createElement('script');s.src=sc[i];document.body.appendChild(s);}void(0);">Click me, I'm a bookmarklet</a></p>