See http://codex.wordpress.org/Function_Reference/wp_enqueue_script
Example
<?php
function my_init_method() {
wp_deregister_script( 'jquery' );
wp_register_script( 'jquery', 'http://ajax.googleapis.com/ajax/libs/jquery/1.4/jquery.min.js');
}
add_action('init', 'my_init_method');
?>