CodingForums.com - Basic jQuery doubt

hello all,
i am a noob when it comes to javascript and jquery. I have started learning jquery recently and was trying out some tutorials listed in the jquery site. While trying out the very first example i came across a very strange problem.

Here is the code :

<!doctype html>

<html>

	<head>

		<script type ="text/javascript" src="jquery.js"></script>

		<script type ="text/javascript">

			$(document).ready(function(){

				alert("function called");

				$("a").click(function(event){

					alert("Thanks for visitng !");

				});

			});		

		</script>

	</head>

	<body>

		<a href="http://jquery.com/">jquery</a>

	</body>	

</html>

The above code works absolutely fine. The problem is with line shown in green. As far my knowledge goes html tags which don;t have content in it can be closed as < tagname /> and thus i tried doing the same for the line mentioned in green.

<script type ="text/javascript" src="jquery.js" />

but to my surprise it didn't work in this case. Can you please let me explain me the reason behind this behavior.

Thanks !