Easiest would be a relative path. In the code below the script is located in the same path:
HtmlGenericControl include = new HtmlGenericControl("script");
include.Attributes.Add("type", "text/javascript");
include.Attributes.Add("src", "/jquery-1.4.3.min.js");
this.Page.Header.Controls.Add(include);
If it is located in a sub directory you could do something like: "/scripts/jquery-1.4.3.min.js"
You could also test it by entering your url directly in your browser and if that is correct, you will see the script returned as text or you get the option to download it.
Good luck!