Hi, OldBeno
yes, you must resolve the $ issue at first and you can follow my code(module control's page_load) below:
protected void Page_Load(object sender, System.EventArgs e)
{
    try
    {
        DotNetNuke.Framework.AJAX.RegisterScriptManager();

        ScriptManager sm = ScriptManager.GetCurrent(this.Page);
        string path1 = this.TemplateSourceDirectory + "/js/jquery-1.2.6.min.js";
        string path2 = this.TemplateSourceDirectory + "/js/thickbox.js";

        sm.Scripts.Add(new ScriptReference(path1));
        sm.Scripts.Add(new ScriptReference(path2));
        ScriptManager.RegisterStartupScript(this.Page,this.GetType(),"jQueryNoConflict", "jQuery.noConflict()", true);
    }

    catch (Exception exc)
    {
        //Module failed to load
        Exceptions.ProcessModuleLoadException(this, exc);
    }
}

Ian, Grateful of your reply
Yes, I had viewed  source on the page and all necessary are there.  when i click the thickbox href, the ajax loading icon is renderd. I also debug into the thickbox and it indeed execute the tb_show function but the $("#TB_ajaxContent")[0] is not existed. you can check the module controls's code above and page code below:
<link type="text/css" href="http://localhost/dev/DesktopModules/JQuery/module.css" />
<script src="http://localhost/dev/DesktopModules/JQuery/jquery-1.2.6.min.js" type="text/javascript"></script>
<script src="http://localhost/dev/DesktopModules/JQuery/thickbox.js" type="text/javascript"></script>

Ultimate Blogging Module for DotNetNuke Platform
The professional provider of DotNetNuke support, skin design and custom module development.

Execellent, your module works well, however it do not apply my condition. I need the separate *.aspx can work together with the thickbox script as I mentioned in last post above. Because my *.aspx  will embeded in others' website iframe, I choose the thickbox for the popoup goal, not the asp.net ajax modalpopupextender. any one can share his simliar tips, thanks a lot.

Hey, OldBeno

you can update your signnature following the some html code, which you can view the page sourcecode.  :)

Ultimate Blogging Module for DotNetNuke Platform
The professional provider of DotNetNuke support, skin design and custom module development.