JavaScript Libraries in WordPress

This is how you should do this:

function my_scripts_method() {
    wp_enqueue_script(
        'pikachoose',  // this is your custom name for this JS lib
        get_stylesheet_directory_uri() . '/js/pikachoose/jquery.pikachoose.min.js',  // this is the url address of it's file (let's say you put it in your theme directory under /js/pikachoose/ directory
        array( 'jquery' )  // it depends on jquery
    );
}
add_action( 'wp_enqueue_scripts', 'my_scripts_method' );

You can find full reference of wp_enqueue_script here: http://codex.wordpress.org/Function_Reference/wp_enqueue_script