Try the following steps
1. Load the jQuery from your CDN.
2. Check the jQuery object, if jQuery is not loaded then it load the jQuery.js from your server.
Check this example (source: http://www.jquerybyexample.net/2011/04/how-to-load-jquery-locally-when-cdn.html)
<script type="text/javascript" src="http://ajax.googleapis.com/ajax/libs/jquery/1.5.1/jquery.min.js"></script>
<script type="text/javascript">
if (typeof jQuery == 'undefined')
{
document.write(unescape("%3Cscript src='Scripts/jquery.1.5.1.min.js' type='text/javascript'%3E%3C/script%3E"));
}
</script>