ajax (jquery) on themes

Hey all,

Is is possible to integrate ajax in the themes? I tried the normal ajax codes but it does nothing. Am I missing anything?

I have the ajax code in the header.php and refering to a URL that is on the same folder. The file just echoes the value sent but my alert is not working on the ajax end. Nor does it write anything.

$.ajax({
url: "FULLPATHTO/ajaxload.php",
type: "GET",
data: poID,
cache: false,
  success:function(msg){
alert(msg);
}
});