Correct method for adding jQuery UI selectmenu to WordPress.

// Upload jquery.ui.selectmenu.js and jquery.ui.selectmenu.css to your theme directory. Both files can be found at: https://github.com/fnagel/jquery-ui.
// Add this the following function to your functions.php file.

function my_scripts_method() {
    // Load the UI core which loads jQuery as a dependency.
    wp_enqueue_script("jquery-ui-core");
    // Load UI theme.
    wp_enqueue_style( 'uicss', '(paste the path of wherever you uploaded your files to here)/custom-theme.css' );
    // Load script for selectmenu.
    wp_enqueue_script( 'uisel1', '(paste the path of wherever you uploaded your files to here)/jquery.ui.selectmenu.js' );
    // Load CSS for selectmenu.
    wp_enqueue_style( 'uicss2', '(paste the path of wherever you uploaded your files to here)/jquery.ui.selectmenu.css' );
}

//add_action('wp_enqueue_scripts', 'my_scripts_method');
add_action('wp_head', 'my_scripts_method');