Scott Guthrie, from Microsoft, has wrote about the new intellisense support for the jQuery library. jQuery support is now found in both Visual Studio 2008 and Visual Web Developer 2008 Express (free).
There are a few steps involved in getting this new support - just the usually steps you would expect from Microsoft though, nothing major.
jQuery also announced recently that Nokia would soon have jQuery running in their adopted mobile phone browser (WebKit using the Web Run-Time).