First, I suggest you download the combined version of the js. See the downloads section on the home page.
Second, your problem has been covered many times in the forums and in the issue tracker. I will go ahead and add an entry to the FAQ now as well.
Solution: Your response MUST have a content-type of "text/plain". If you are seeing the "Save As" dialog, your response's content-type is likely "application/json". Inspect the response carefully to verify.