How to Link External jQuery/Javascript files with WordPress

From the wording of your question, you must be adding scripts by writing <script> tags in your template. Add your own scripts via wp_enqueue_script() in your template’s functions.php, appropriately setting dependences on jQuery, and wp_head() will add the scripts for you.

function my_scripts() {
    wp_enqueue_script( 'my-sweet-script', get_bloginfo('template_directory') . '/script.js', array('jquery') );
}
add_action('template_redirect', 'my_scripts');

See the codex page for more info.