Che, me esta funcionando ok.
Esto es lo que tengo y anda bien:
Cita: <!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd">
<html xmlns="http://www.w3.org/1999/xhtml" lang="sp" dir="ltr">
<head>
<meta http-equiv="Content-Type" content="text/html; charset=UTF-8" />
<meta http-equiv="Content-Language" content="es" />
<link href="styles.css" type="text/css" rel="stylesheet" />
<script type="text/javascript" src="jquery-1.3.2.min.js"></script>
<script type="text/javascript" src="jquery.autocomplete-min.js"></script>
<script type="text/javascript">
$(document).ready(function(){
var options, a;
options = { serviceUrl:'script.php'};
a = $('#query').autocomplete(options);
})
</script>
</head>
<body>
<input type="text" name="q" id="query" />
</body>
</html>