Working example: http://jsfiddle.net/Gajotres/VjPGm/
Only thing you need to add is:
<script type="text/javascript">
$(document).bind("mobileinit", function() {
$.mobile.page.prototype.options.addBackBtn = true;
});
</script>
And remember, mobilinit event must be triggered BEFORE jQuery Mobile is initialized. Like in my example.
HTML :
<!DOCTYPE html>
<html>
<head>
<title>jQM Complex Demo</title>
<meta name="viewport" content="width=device-width; initial-scale=1.0; maximum-scale=1.0; minimum-scale=1.0; user-scalable=no; target-densityDpi=device-dpi"/>
<link rel="stylesheet" href="http://code.jquery.com/mobile/1.2.0/jquery.mobile-1.2.0.min.css" />
<script type="text/javascript">
$(document).bind("mobileinit", function() {
$.mobile.page.prototype.options.addBackBtn = true;
});
</script>
<script src="http://code.jquery.com/mobile/1.2.0/jquery.mobile-1.2.0.min.js"></script>
</head>
<body>
<div data-role="page" id="index">
<div data-theme="a" data-role="header">
<h3>
First Page
</h3>
<a href="#second" class="ui-btn-right">Next</a>
</div>
<div data-role="content">
<ul data-role="listview">
<li>
<h3>Animals</h3>
<p>All your favorites from aarkvarks to zebras.</p>
<ul>
<li><div>Pets</div>
<span class="ui-li-count">6</span>
<ul>
<li><a href="index.html">Canary</a></li>
<li><a href="index.html">Cat</a></li>
<li><a href="index.html">Dog</a></li>
<li><a href="index.html">Gerbil</a></li>
<li><a href="index.html">Iguana</a></li>
<li><a href="index.html">Mouse</a></li>
</ul>
</li>
<li><div>Farm animals</div>
<p class="ui-li-count">6</p>
<ul>
<li><a href="index.html">Chicken</a></li>
<li><a href="index.html">Cow</a></li>
<li><a href="index.html">Duck</a></li>
<li><a href="index.html">Horse</a></li>
<li><a href="index.html">Pig</a></li>
<li><a href="index.html">Sheep</a></li>
</ul>
</li>
<li><div>Wild animals</div>
<p class="ui-li-count">18</p>
<ul>
<li><a href="index.html">Aardvark</a></li>
<li><a href="index.html">Alligator</a></li>
<li><a href="index.html">Ant</a></li>
<li><a href="index.html">Bear</a></li>
<li><a href="index.html">Beaver</a></li>
<li><a href="index.html">Cougar</a></li>
<li><a href="index.html">Dingo</a></li>
<li><a href="index.html">Eagle</a></li>
<li><a href="index.html">Elephant</a></li>
<li><a href="index.html">Ferret</a></li>
<li><a href="index.html">Frog</a></li>
<li><a href="index.html">Giraffe</a></li>
<li><a href="index.html">Lion</a></li>
<li><a href="index.html">Monkey</a></li>
<li><a href="index.html">Panda bear</a></li>
<li><a href="index.html">Polar bear</a></li>
<li><a href="index.html">Tiger</a></li>
<li><a href="index.html">Zebra</a></li>
</ul>
</li>
</ul>
</li>
<li>
<h3>Colors</h3>
<p>Fresh colors from the magic rainbow.</p>
<ul>
<li><a href="index.html">Blue</a></li>
<li><a href="index.html">Green</a></li>
<li><a href="index.html">Orange</a></li>
<li><a href="index.html">Purple</a></li>
<li><a href="index.html">Red</a></li>
<li><a href="index.html">Yellow</a></li>
<li><a href="index.html">Violet</a></li>
</ul>
</li>
<li>
<h3>Vehicles</h3>
<p>Everything from cars to planes.</p>
<ul>
<li><div>Cars</div>
<span class="ui-li-count">22</span>
<ul>
<li><a href="index.html">Acura</a></li>
<li><a href="index.html">Audi</a></li>
<li><a href="index.html">BMW</a></li>
<li><a href="index.html">Cadillac</a></li>
<li><a href="index.html">Chrysler</a></li>
<li><a href="index.html">Dodge</a></li>
<li><a href="index.html">Ferrari</a></li>
<li><a href="index.html">Ford</a></li>
<li><a href="index.html">GMC</a></li>
<li><a href="index.html">Honda</a></li>
<li><a href="index.html">Hyundai</a></li>
<li><a href="index.html">Infiniti</a></li>
<li><a href="index.html">Jeep</a></li>
<li><a href="index.html">Kia</a></li>
<li><a href="index.html">Lexus</a></li>
<li><a href="index.html">Mini</a></li>
<li><a href="index.html">Nissan</a></li>
<li><a href="index.html">Porsche</a></li>
<li><a href="index.html">Subaru</a></li>
<li><a href="index.html">Toyota</a></li>
<li><a href="index.html">Volkswagon</a></li>
<li><a href="index.html">Volvo</a></li>
</ul>
</li>
<li><div>Planes</div>
<span class="ui-li-count">7</span>
<ul>
<li><a href="index.html">Boeing</a></li>
<li><a href="index.html">Cessna</a></li>
<li><a href="index.html">Derringer</a></li>
<li><a href="index.html">Embraer</a></li>
<li><a href="index.html">Gulfstream</a></li>
<li><a href="index.html">Piper Aircraft</a></li>
<li><a href="index.html">Raytheon</a></li>
</ul>
</li>
<li><div>Construction</div>
<span class="ui-li-count">3</span>
<ul>
<li><a href="index.html">Caterpillar</a></li>
<li><a href="index.html">Ford</a></li>
<li><a href="index.html">John Deere</a></li>
</ul>
</li>
</ul>
</li>
</ul>
</div>
<div data-theme="a" data-role="footer" data-position="fixed">
</div>
</div>
</body>
</html>